Quantitative Developer, Systematic Strategies (Intern)

Balyasny Asset Management

Confirmed live yesterday High trust

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Work type
On-site
Location
Boston, MAChicago, ILSan Francisco, CANew York, NY
Employment
Intern
Posted
9 days ago
Freshness
Confirmed live yesterday

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Salary context

How this pay compares to similar roles

Similar $175k
$115k most similar roles pay here $234k

This listing doesn't post a salary. Most similar roles pay $126,800–$222,750.

Based on 240 similar postings.

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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 45 open roles on FindRole.

Listed pay typically runs $175,000–$250,000 across 36 roles with salary data.

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At a glance

TL;DR · Quantitative Developer, Systematic Strategies (Intern)

The Quantitative Developer - Systematic Strategies (Summer Internship) joins the Systematic Business team to work at the intersection of quantitative finance and technology. In this role, you will design and build scalable software components supporting systematic investment workflows while developing tools for data-processing, analytics, optimization, and machine learning. You will contribute to Kubernetes-based deployments and enhance real-time monitoring, alerting, and metrics to improve visibility into data pipelines and system health. Collaborating with quantitative researchers and stakeholders, you will translate investment requirements into technical solutions. The role requires proficiency in Python and/or C++ to build robust research infrastructure and trading systems. Candidates should possess skills in distributed systems, cloud computing, or data engineering while solving complex challenges related to market-data systems and systematic investing within a multi-strategy investment firm environment.

What you'll do

  • Design and build scalable software components to support systematic investment workflows.
  • Develop and improve data-processing, analytics, optimization, and machine-learning tools.
  • Manage Kubernetes-based deployments to improve development and production processes.
  • Enhance real-time monitoring, alerting, and metrics for data pipelines and system health.
  • Translate investment and operational requirements into practical technical solutions.
  • Communicate technical decisions and project progress clearly to stakeholders.

What we're looking for

  • Must be a Bachelor's or Master's student graduating between Winter 2027 and Spring/Summer 2028.
  • Pursuing a degree in Computer Science, Software Engineering, Computer Engineering, or a related STEM discipline.
  • Strong programming experience is required.
  • Strong proficiency in Python and/or C++ is required.
  • Experience writing clean, efficient, and maintainable code (preferred).
  • Interest in quantitative finance, systematic investing, market-data systems, or research and trading infrastructure.
  • Familiarity with data engineering, distributed systems, cloud computing, Kubernetes, optimization, or machine learning (preferred).
  • Strong problem-solving skills, attention to detail, and communication skills are required.

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Quantitative Developer, Systematic Research Technology

Balyasny Asset Management

New York, NY 10 days ago $200,000–$300,000
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5+ yrs exp