Job Detail

Balyasny Asset Management

Quick summary

Work type
On-site
Location
New York, NYLondon, United KingdomHong Kong, ChinaDubai, United Arab Emirates
Salary
$150,000–$225,000 / yr
Posted
2 days ago
Nearby
99+ roles within 25 mi

Market check

Salary context

Competitive pay

How this pay compares to similar roles

Similar $176k
This role $188k
$130k most similar roles pay here $235k

This role pays more than 60% of similar roles. Most pay $141,383–$210,025 — the shaded band above. At the midpoint, this role pays about $188k versus about $176k for comparable roles.

Based on 240 similar postings.

Employer

About Balyasny Asset Management

Balyasny Asset Management (BAM) is a global multi-manager hedge fund offering diversified investment strategies across equities, macro, commodities, and systematic trading.

Balyasny Asset Management currently has 47 open roles on FindRole.

Listed pay typically runs $175,000–$242,500 across 26 roles with salary data.

Most-posted roles

View all roles at Balyasny Asset Management

At a glance

TL;DR · Job Detail

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Join our Systematic Portfolio Management team as a Quantitative Researcher/Trader where you will design and implement statistical arbitrage trading strategies, develop portfolio risk models, and enhance Python-based systematic trading code. You’ll support end-of-day processes, maintain large-scale security data integrity, and engage in ad hoc analytic projects to expand your financial knowledge. Ideal candidates hold a Master’s degree in Mathematics or Physics from a top institution, possess strong analytical skills, and are proficient in Python and pandas. This role requires excellent communication skills and attention to detail, offering opportunities for growth within a collaborative environment focused on quantitative event-driven trading strategies.

Skills

Python pandas statistical arbitrage portfolio risk models data cleaning ad hoc analytics quantitative research data analysis

What you'll do

  • Design statistical arbitrage trading strategies and conduct back-testing.
  • Develop and maintain portfolio risk models to ensure effective risk management.
  • Enhance Python-based systematic trading code for reliability and efficiency.
  • Execute end-of-day processes, including trade log organization and P&L recording.
  • Clean, maintain, and validate large-scale security data for accuracy.

What we're looking for

  • Master’s degree in Mathematics, Physics, or a related quantitative field.
  • 1 to 5 years of experience in quantitative research or data analysis.
  • Proficiency in Python and pandas for systematic trading code development.
  • Strong analytical skills with focus on statistical arbitrage strategy design.
  • Excellent written and verbal communication skills in English.
  • Detail-oriented and highly motivated work ethic.

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