We are hiring a Senior Quantitative Researcher to develop and enhance systematic strategies focused on equities index rebalancing. This role involves leveraging advanced quantitative techniques, large-scale data analysis, and predictive modeling to optimize trading execution and capture market inefficiencies.
Key Responsibilities:
- Research and develop alpha-generating strategies around index rebalancing.
- Analyze large datasets to identify patterns and optimize execution models.
- Collaborate with traders and portfolio managers to implement and refine strategies.
- Backtest and validate models to ensure robustness in live trading.
Requirements:
- Advanced degree (Ph.D./Master’s) in a quantitative field.
- Strong programming skills (Python, C++, R).
- Deep understanding of equity markets, index methodologies, and rebalancing dynamics.
- Prior experience in a quantitative research role within a hedge fund or trading firm.
Join one of the world’s top hedge funds and make an impact in quantitative equities trading. Apply now!
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