Head of Index Rebal Research
Permanent
Research
London, New York, Hong Kong, Singapore, Dubai
A leading global systematic trading firm is seeking a Head of Index Rebalancing Research to drive strategic alpha generation and research innovation across the firm's core business. This executive-level quant research role is ideal for a seasoned quantitative finance professional with deep expertise in index rebalancing strategies, portfolio optimization, and market microstructure, along with a proven track record in managing high-performing research teams within a data-driven, systematic trading environment.
Key Responsibilities:
- The successful candidate will lead and expand the Index Rebalancing Research team, utilizing the firm’s advanced research platform.
- They will be responsible for developing, modeling, and maintaining complex index rebalancing prediction models.
- The role involves mentoring new researchers, providing feedback, and reviewing index model predictions to ensure accuracy and efficacy.
- Collaborating with the head of index rebalancing and senior PMs, the candidate will set research priorities and drive strategic initiatives.
- They will also play a critical role in ensuring data integrity and that index alpha predictions meet the firm's stringent model efficacy standards.
- Generating innovative index rebalancing trade ideas and testing various themes with the research team will be key aspects of the role.
Qualifications:
- The ideal candidate will have 7-10 years of experience in index rebalancing modeling on the buy or sell side, coupled with significant management experience.
- Exposure to MSCI, FTSE, STOXX, DAX, EURONEXT, SIX, and other non-US indices is advantageous.
- Proficiency in Python, MySQL, and Pandas is essential for this position.
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