Job Opportunity
Index Rebalancing Quantitative Researcher
Chicago, IL | New York, NY
Hedge Fund is seeking an Index Rebalancing Quantitative Researcher. Contribute to alpha generation through quantitative research, signal development, and portfolio construction. Master’s or PhD in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field (PhD preferred). 3+ years of experience in a data-driven research role, preferably within index arbitrage or systematic equities.
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