Overview

A leading multi-billion dollar hedge fund is seeking a Quantitative Researcher to join its established Index Rebalancing team in London.

The team focuses exclusively on capturing alpha from index-related events and benchmark-driven flows across global equity markets. This is a core, scaled strategy within the firm, supported by significant capital, dedicated infrastructure, and a long-standing track record.

Role Responsibilities

• Conduct research into index rebalancing and benchmark event-driven opportunities, including:
• Index additions and deletions
• Weight changes and reconstitutions
• Corporate actions impacting index composition
• Analyse flow dynamics driven by passive investors, ETFs, and benchmark-tracking mandates
• Model market impact, liquidity, and execution timing around index events
• Develop and refine alpha signals linked to predictable rebalancing flows
• Perform robust backtesting and statistical analysis across global equity markets
• Work closely with portfolio managers and traders to optimise execution strategies
• Contribute to the ongoing development of the team’s research framework and toolset

Requirements

• Strong academic background in a quantitative discipline (Mathematics, Physics, Computer Science, Engineering, or similar)
• 2–6+ years of experience in quantitative research, trading, or data-driven roles
• Experience in one or more of the following areas:
• Index rebalancing / index event strategies
• Equity market microstructure
• Event-driven or flow-based trading strategies
• Understanding of major index providers such as MSCI, FTSE Russell, and S&P Dow Jones Indices
• Strong programming skills in Python (C++/Java a plus)
• Experience working with large datasets and time-series analysis

For a confidential discussion, contact:

graham@pointonetalent.com

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