Anson McCade
Overview
My client is a leading global quantitative hedge fund to hire an
Index Rebalance Trader / Researcher
to join a newly expanding team in the US. The role sits directly under a
highly regarded Portfolio Manager who recently joined the firm
and is now building out his core trading and research function. This is a rare opportunity to take
meaningful ownership
in a high-impact strategy at scale, with direct influence over execution, research, and risk. You will be responsible for the
design, research, and execution of index rebalance and event-driven trading strategies , working closely with the PM to optimize performance across global markets. The role combines
hands-on trading
with
systematic research , and offers the opportunity to
own and manage a defined subset of the team’s risk . Key responsibilities
Trading and optimizing index rebalance strategies across equities and related instruments Researching index methodologies, flows, liquidity dynamics, and market impact Developing and improving execution frameworks around reconstitutions, rebalances, and corporate action–driven events Monitoring and managing risk for assigned strategies or sleeves of the portfolio Partnering closely with the PM, quant researchers, and technology teams to scale and refine the platform Qualifications
Experience trading or researching
index rebalances, index arbitrage, or systematic event-driven strategies Strong understanding of market microstructure, liquidity, and transaction cost analysis Quantitative mindset with the ability to translate research into live trading decisions Programming skills (e.g., Python, R, or similar) strongly preferred Comfortable taking
ownership and accountability
in a fast-moving, high-performance environment Why This Role?
Direct seat under a
newly appointed, well-capitalized PM
with strong internal backing High visibility and autonomy
from day one Opportunity to
manage real risk , not just support it Competitive compensation aligned with performance and impact Platform with global reach, deep infrastructure, and long-term growth ambitions This role is ideal for someone who wants to move beyond execution-only or siloed research and take the next step toward
true strategy ownership
within a world-class quantitative platform.
#J-18808-Ljbffr
My client is a leading global quantitative hedge fund to hire an
Index Rebalance Trader / Researcher
to join a newly expanding team in the US. The role sits directly under a
highly regarded Portfolio Manager who recently joined the firm
and is now building out his core trading and research function. This is a rare opportunity to take
meaningful ownership
in a high-impact strategy at scale, with direct influence over execution, research, and risk. You will be responsible for the
design, research, and execution of index rebalance and event-driven trading strategies , working closely with the PM to optimize performance across global markets. The role combines
hands-on trading
with
systematic research , and offers the opportunity to
own and manage a defined subset of the team’s risk . Key responsibilities
Trading and optimizing index rebalance strategies across equities and related instruments Researching index methodologies, flows, liquidity dynamics, and market impact Developing and improving execution frameworks around reconstitutions, rebalances, and corporate action–driven events Monitoring and managing risk for assigned strategies or sleeves of the portfolio Partnering closely with the PM, quant researchers, and technology teams to scale and refine the platform Qualifications
Experience trading or researching
index rebalances, index arbitrage, or systematic event-driven strategies Strong understanding of market microstructure, liquidity, and transaction cost analysis Quantitative mindset with the ability to translate research into live trading decisions Programming skills (e.g., Python, R, or similar) strongly preferred Comfortable taking
ownership and accountability
in a fast-moving, high-performance environment Why This Role?
Direct seat under a
newly appointed, well-capitalized PM
with strong internal backing High visibility and autonomy
from day one Opportunity to
manage real risk , not just support it Competitive compensation aligned with performance and impact Platform with global reach, deep infrastructure, and long-term growth ambitions This role is ideal for someone who wants to move beyond execution-only or siloed research and take the next step toward
true strategy ownership
within a world-class quantitative platform.
#J-18808-Ljbffr