Quantitative Researcher – Index Rebalance Strategies

Quantitative Researcher – Index Rebalance StrategiesGenevaCW Talent Solutions is partnering with a leading systematic investment firm to hire a Quantitative Researcher focused on index rebalance and benchmark-driven strategies across global equities.The RoleResearch, design, and optimise quantitative strategies around index reconstitutions, rebalances, and benchmark events. The role sits at the intersection of alpha research and execution, with a strong emphasis on predictability, crowding, and liquidity effects surrounding index changes.You’ll work closely with trading and technology teams to take research ideas through to implementation and live deployment.Requirements3+ years’ experience in quantitative research, ideally within index, benchmark, or event-driven strategiesStrong understanding of index methodologies (MSCI, FTSE, S&P, STOXX, etc.)Experience analysing flows, liquidity, and market impact around rebalance eventsStrong Python skills; experience with large datasets and research pipelinesSolid statistical foundation; MSc or PhD in a quantitative discipline preferredAbility to translate research into practical, tradable strategiesWhy Apply?Direct exposure to large-scale systematic capitalDeep data access around index events and fund flowsCollaborative research environment with real impact on live strategiesSeán Sweeney ➡📞 +44 3300 522 127