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Index Rebalance Senior Quantitative Researcher

icon building Company : Selby Jennings
icon briefcase Job Type : Full Time
icon geo-alt Hong Kong

Job Description - Index Rebalance Senior Quantitative Researcher

  • Develop and implement systematic trading strategies around index rebalancing events (e.g. MSCI, FTSE, S&P).
  • Conduct research on passive fund flows, ETF positioning, and market impact of benchmark changes.
  • Build predictive models to capture pre- and post-rebalancing alpha, execution inefficiencies, and liquidity dislocations.
  • Work with large-scale datasets including tick data, corporate actions, and index constituent histories.
  • Collaborate with trading to optimize execution strategies around rebalance dates.
  • Partner with data engineering teams to onboard and maintain index and market data pipelines.
  • Monitor live strategies, evaluate PnL attribution, and refine models iteratively.
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