Job Detail

Balyasny Asset Management

Quick summary

Work type: On-site
Location: New York, NY
Salary: $250,000–$300,000 / yr
Posted: 4 days ago
Nearby: 99+ roles within 25 mi

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $177k

This role $275k

$121k most similar roles pay here $319k

This role pays more than 98% of similar roles. Most pay $140,651–$212,500 — the shaded band above. At the midpoint, this role pays about $275k versus about $177k 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 56 open roles on FindRole.

Listed pay typically runs $175,000–$250,000 across 32 roles with salary data.

Most-posted roles

Job Detail 56

View all roles at Balyasny Asset Management

At a glance

TL;DR · Job Detail

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Balyasny Asset Management L.P. seeks a Senior Systematic Risk Manager to join their expanding global trading team, focusing on daily risk analysis of systematic portfolios through rigorous process review and backtest methodologies. This role involves developing risk management tools for shorter-term strategies, collaborating closely with portfolio managers globally, and contributing to BAM’s overall risk analytics and reporting processes. The ideal candidate will have a strong academic background in quantitative fields such as Math or Computer Science, along with 10+ years of experience in roles like risk manager or quant trader at major financial institutions. Proficiency in Python or C++/C# is essential, alongside expertise in equity statistical arbitrage and factor models. Additionally, the role requires robust communication skills and a keen interest in financial markets, complemented by knowledge in areas such as market microstructure and machine learning applications in trading.

Skills

Python C++ C# Equity Statistical Arbitrage Equity Factor Models LLMs Machine Learning Operational Risk

What you'll do

Conduct daily and intraday analysis on systematic portfolios.
Develop methodologies and metrics for managing short-term strategy risks.
Build relationships with systematic portfolio managers globally.
Contribute to BAM’s risk analytics, processes, and reporting.
Provide input in weekly Global Risk committee discussions.

What we're looking for

Advanced degree in a quantitative discipline like Math, Physics, or Financial Engineering
Over 10 years of experience in quantitative finance roles such as risk manager or portfolio manager
Expertise in equity statistical arbitrage and factor models
Proficient in Python or C++/C# programming languages
Strong communication skills for interaction with various organizational units

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