Description

A tier‑one global hedge fund is seeking a Quantitative Researcher to join its high‑performing Index Rebalance team in New York. This is an exclusive opportunity to work directly with one of the strongest absolute‑return teams in the firm - and in the broader index‑rebalance space.

You'll collaborate with industry‑leading researchers, deepen your expertise in systematic index strategies, and contribute to cutting‑edge research and infrastructure. The ideal candidate brings strong knowledge of index methodologies and a demonstrated track record of idea generation around systematic trade implementation and risk management.

Responsibilities

• Conduct research on global systematic index and flow‑driven strategies
• Identify trading opportunities across index rebalance and related systematic strategies
• Contribute to the team's research and production infrastructure within a Python + Linux environment
• Apply machine learning and AI tools to enhance research, forecasting, and execution workflows

Requirements

• 2+ years experience on an index‑rebalance or closely related systematic research team
• Strong understanding of index methodologies, trade construction, and systematic risk management
• Experience with machine learning techniques, AI tools, and cloud‑based technologies
• Excellent communication skills and the ability to work both independently and collaboratively
• Bachelor's degree or higher in a quantitative field (Engineering, Economics, Applied Mathematics, Statistics, Computer Science, or similar)