Overview In this role you will manage portfolios of systematic and index rebalance strategies, using quantitative methods to support risk-aware trading. You will predict rebalancing events, develop systematic signals, and oversee the alpha lifecycle from idea to deployment. You'll work with cross-functional teams to enhance trading performance and responsibly manage risk within the Central Risk Book framework. This is a hands-on, data-driven opportunity to shape execution strategies in a global markets environment.
Compensation / Benefits- medical, dental & vision coverage
- 401(k)
- life, accident, and disability insurance
- wellness programs
- paid time off (vacation)
- paid holidays
Responsibilities- Manage portfolios of systematic and index rebalance strategies with intraday risk analytics for CRB trading and risk controls
- Research and forecast equity index rebalancing events and rebalance flows per index methodologies
- Analyze changes in index composition, corporate actions, and indicators to assess impact on portfolios and market dynamics
- Generate and maintain systematic trading strategies from idea through testing, deployment and monitoring
- Conduct alpha research, quantitative analysis, and performance reviews to improve P&L and strategy effectiveness
- Monitor P&L attribution and backtest results; refine strategies accordingly
- Use Python and KDB/Q to optimize alpha capture and hedging effectiveness across desks
- Collaborate with quantitative researchers and PMs to improve data-driven execution and risk controls
- Coordinate with trading desks to ensure timely rebalance execution and maintain governance
- Prepare and present regular performance reviews and client-facing insights on index rebalances and methodologies
- Build and uphold governance, compliance, and control processes with control functions and senior management
Key requirements- 8+ years in quantitative trading, systematic portfolio management, or risk management
- Experience in managing systematic/index rebalance portfolios and predicting rebalance events
- Proven ability to generate systematic alphas across the lifecycle
- Advanced analytical, numerical, and coding skills with Python and KDB/Q
- Strong knowledge of quantitative risk modeling and back-testing
- Deep understanding of equity markets, index methodologies, and rebalance mechanics
- Proficiency with Bloomberg and equity trading/booking systems
- Clear written and verbal communication; effective cross-functional collaboration
- Required licenses and registrations as applicable
- Bachelor's degree; Master's preferred
- strong communication
- interpersonal skills
- cross-functional collaboration
- Python
- KDB/Q
- quantitative risk modeling (Barra models)
