Index Rebalance Senior Quantitative Researcher
Selby Jennings
Hong Kong
Full time
Permanent
Hybrid
Negotiable
About the job
- 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.
