Point One - Hedge Fund Talent

A leading global hedge fund is seeking an Index Rebalancing Quant (Research / Development Hybrid) to join a well-established team focused on large-scale equity strategies. This position sits at the intersection of research and engineering, with a strong emphasis on alpha discovery alongside hands-on model and tool development.
This is a front-office role offering direct collaboration with senior investors, where you’ll help shape and scale index-driven strategies across international markets
.
Key Responsibilities
<ul>
<li>Develop and refine alpha signals related to index events and rebalancing activity</li>
<li>Work closely with Portfolio Managers to translate research into live strategies</li>
<li>Enhance existing modelling frameworks and contribute to new model deployment</li>
<li>Design and build tools to support research, analytics, and execution workflows</li>
<li>Collaborate with global teams to improve strategy robustness and scalability</li>
<li>Contribute to the evolution of the team’s systematic infrastructure</li>
</ul>
Requirements
<ul>
<li>Approx. 5–7 years of experience in a quant research, quant dev, or hybrid position</li>
<li>Strong coding ability in Python and/or C++</li>
<li>Background in systematic equities, signals research, or portfolio construction</li>
<li>Familiarity with index methodologies or event-driven strategies is a plus</li>
<li>Comfort working across both research and production environments</li>
</ul>
For more information contact:
<a href="mailto:elaine@pointonetalent.com" rel="nofollow noopener" target="_blank">elaine@pointonetalent.com</a>

Index Rebalancing Quant

Index Rebalancing Quant

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