Quick summary

Work type
On-site
Location
CTHouston, TXNew York, NY
Salary
$200,000–$275,000 / yr
Posted
3 days ago

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $177k
This role $238k
$124k most similar roles pay here $291k

This role pays more than 93% of similar roles. Most pay $140,651–$212,500 — the shaded band above. At the midpoint, this role pays about $238k 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

View all roles at Balyasny Asset Management

At a glance

TL;DR · Job Detail

We are seeking a senior Quantitative Researcher to join our Commodities Risk Management team in New York, reporting directly to the Head of Commodities Risk Analytics and Risk Advisory. This role involves partnering with risk and investment teams to develop trading, risk, and physical commodity models for business growth. Day-to-day responsibilities include formulating risk analysis methodologies, enhancing risk reporting tools, conducting stress tests, configuring risk systems, and collaborating with technology teams to integrate research solutions into existing infrastructure. The ideal candidate has over a decade of experience in commodities quant roles, expertise in US FTR, Gas and Power markets, and strong academic credentials in quantitative fields. Proficiency in Python, SQL, and numeric libraries such as pandas and numpy is essential, along with advanced problem-solving skills and the ability to work collaboratively. Experience with Plotly Dash for data visualization and factor analysis models is a plus.

What you'll do

  • Develop and implement models for risk analysis of commodity products and derivatives.
  • Enhance existing risk reporting tools for both regular and ad-hoc requests.
  • Conduct historical and hypothetical stress testing using standardized statistical metrics.
  • Configure and calibrate risk systems in collaboration with Risk Management teams.
  • Estimate market liquidity and liquidation costs to solve risk-related issues.
  • Automate, maintain, and enhance integration of research solutions into existing infrastructure.
  • Onboard new portfolios and products for the Commodities business.

What we're looking for

  • Over 10 years of experience in commodities quant roles at financial institutions.
  • Expertise in US FTR, Gas, and Power markets with strong FTR trading support experience.
  • Advanced degree in quantitative fields like math, physics, or finance.
  • Experience valuing and modeling physical commodity assets and structured transactions.
  • Proficiency in Python and SQL with knowledge of numeric libraries (pandas, numpy).
  • Strong problem-solving skills for risk analysis and reporting.
  • Ability to work collaboratively and communicate complex ideas clearly.

More like this

Similar roles

Job Detail

Balyasny Asset Management

London, United Kingdom 3 days ago
Python SQL Kubernetes Docker Kafka Git CI/CD TDD Apache Airflow Snowflake Clickhouse

Job Detail

Balyasny Asset Management

London, United Kingdom 3 days ago
Python SQL pandas numpy Plotly Dash CI/CD AWS Risk Management Systems Kubernetes Terraform PostgreSQL Git Jupyter Notebook Docker MESH Factor Analysis PCA Machine Learning

Job Detail

Balyasny Asset Management

New York, NY 3 days ago $200,000$275,000
Python NumPy SciPy Pandas Matplotlib Plotly Intex Git CI/CD FastAPI Flask SQL NoSQL AWS GCP Azure

Job Detail

Balyasny Asset Management

Hong Kong, Hong Kong 3 days ago
C++ Python Kubernetes Docker Prometheus Grafana Aeron ZeroMQ Kafka TCP UDP messaging frameworks memory management threading/concurrency NUMA optimization Java SBE Protobuf Avro FlatBuffers

Job Detail

Balyasny Asset Management

Warsaw, Poland 3 days ago
Python Kubernetes Terraform CI/CD gRPC REST Docker AWS SRE Prometheus Grafana PostgreSQL GitOps

Job Detail

Balyasny Asset Management

Warsaw, Poland 3 days ago
Python Java C# Git TFS Mercurial SVN Test automation CI/CD AI tools Copilot Claude Codex Version control Software development methodologies