Role Overview
We are seeking an experienced Quantitative Analyst to support and enhance consistently profitable index rebalancing trading . The role focuses on modeling, analysis, and execution optimization around index events, working closely with portfolio managers and traders to improve performance across large-scale, systematic rebalancing activity.
Key Responsibilities
• Research, develop, and refine index rebalancing trading models across global equity markets.
• Analyze index methodology changes, corporate actions, and constituent transitions to forecast flows and market impact.
• Build models to optimize execution timing, participation rates, and cost minimization around rebalance events.
• Perform pre- and post-trade analysis, including slippage, market impact, and liquidity assessment.
• Work closely with traders to translate quantitative insights into actionable trading strategies.
• Maintain and improve tools for rebalance forecasting, scenario analysis, and risk monitoring .
• Analyze historical rebalance data to identify patterns and alpha opportunities.
Required Qualifications
• Strong quantitative background in mathematics, statistics, engineering, or a related field.
• Proven experience with index rebalancing or index-related trading strategies .
• Strong programming skills in Python; experience with SQL and large datasets preferred.
• Deep understanding of equity market microstructure and transaction cost analysis.
• Ability to work with large, complex datasets and deliver insights under tight timelines.
Preferred Qualifications
• Prior experience at a hedge fund or trading firm.
• Familiarity with major equity indices (e.g., MSCI, FTSE, S&P, Russell).
• Experience modeling market impact around index events.
• Knowledge of portfolio construction and risk management concepts.
What We Offer
• Direct involvement in high-profile, large-scale index rebalance trading.
• Competitive compensation with performance-based incentives.
• A dynamic, research-driven trading environment.
