We are looking for a Quantitative Researcher to join a systematic investment team focused on global index rebalancing strategies. The role involves researching, developing, and implementing quantitative models linked to index methodology changes and rebalance events.
Key Responsibilities:
- Research and model global index rebalance opportunities
- Develop and backtest systematic trading strategies
- Work closely with portfolio managers to move research into production
Requirements:
- Experience with index rebalancing and index methodologies
- Strong Python skills and Linux experience
- Quantitative degree (Maths, Physics, Engineering, Computer Science or similar)
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