Systematic Equities Portfolio Manager – Index Rebalancing

We are working with a leading global alternative investment manager seeking to expand its Systematic Equities investment capabilities, with a particular focus on Index Rebalancing and Index Event-Driven strategies. We are interested in speaking with established Portfolio Managers who have a demonstrable track record of generating alpha through systematic trading strategies linked to equity index composition changes, reconstitutions, corporate actions and associated market flows. The opportunity sits within an established institutional investment platform, offering access to sophisticated trading infrastructure, quantitative research capabilities and a disciplined risk management framework. Investment Strategies of Interest Index Rebalancing: Systematic strategies capturing opportunities arising from index additions, deletions, reconstitutions and periodic reweightings. Index Event-Driven: Trading around anticipated and announced changes to major equity benchmarks, including MSCI, FTSE Russell, S&P Dow Jones and STOXX indices. Index Flow Prediction: Quantitative modelling of passive investment flows, benchmark tracking activity and associated price dislocations. Equity Relative Value: Market-neutral and hedged strategies exploiting temporary pricing inefficiencies across equities, baskets, ETFs and index-linked instruments. Corporate Actions: Systematic strategies incorporating mergers, spin-offs, free-float adjustments and other index-relevant corporate events. Execution & Market Microstructure: Optimisation of portfolio implementation, liquidity management and execution around index events. Candidate Profile We are particularly interested in individuals who can demonstrate: An established, independently attributable live trading track record within systematic equities, index rebalancing or index event-driven strategies. Direct responsibility for portfolio construction, capital allocation, position sizing and risk management. A repeatable and scalable investment process with demonstrable risk-adjusted returns. Strong quantitative research capabilities, including signal development, statistical modelling and backtesting. Deep understanding of equity index methodologies, benchmark changes, passive flows and market microstructure. Experience managing liquidity, transaction costs, capacity constraints and event-related execution risk. Strong programming capabilities, ideally Python, and experience working with institutional research and trading infrastructure. The ability to articulate strategy capacity, historical drawdowns, return drivers and portfolio correlation characteristics. The Opportunity Successful candidates will have the opportunity to develop and manage systematic equity strategies within an established global investment platform, supported by institutional-grade technology, execution, research and risk infrastructure. The mandate is particularly relevant to experienced Portfolio Managers with differentiated index rebalancing strategies who are seeking access to a larger investment platform, additional capital or enhanced infrastructure to support the continued development of their investment business. We welcome confidential discussions with established Portfolio Managers currently operating within hedge funds, quantitative investment managers or proprietary trading firms. All conversations will be handled with the strictest confidentiality. For further information or a confidential discussion, please apply directly or contact Nick Ferrie at Meraki Talent. Show more Show less