Quantitative Researcher, Multi-Asset Arbitrage

Balyasny Asset Management

Confirmed live today High trust

Quick summary

Work type
On-site
Location
London, United KingdomNew York, NY
Salary
$200,000–$275,000 / yr
Posted
124 days ago
Freshness
Confirmed live today

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $182k
This role $238k
$118k $292k
below market most similar roles pay here above market

This role pays more than 82% of similar roles. Most pay $134,436–$229,450 — the blue band above. At the midpoint, this role pays about $238k versus about $182k 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 53 open roles on FindRole.

Listed pay typically runs $175,000–$250,000 across 37 roles with salary data.

Most-posted roles

View all roles at Balyasny Asset Management

At a glance

TL;DR · Quantitative Researcher, Multi-Asset Arbitrage

The Quantitative Researcher – Multi-Asset Arbitrage will join the quant group to build, support, and integrate globally accessible trading infrastructure. Working closely with portfolio managers and investment teams, the researcher will develop valuation tools, screeners, and analytics for credit, convertible bonds, and securitized products like CMBS, CLO, and ABS. Daily responsibilities include testing trading strategies, performing adhoc research, and automating manual processes while capturing requirements from business users to onboard vendor models and datasets. The role requires proficiency in Python, with C++ being desirable, alongside a strong grasp of derivatives modeling and alpha research. Candidates must utilize internal and vendor platforms to deliver results via an Excel and Python framework, providing clear documentation for all developed models, strategies, and tools within a fast-paced trading environment.

What you'll do

  • Build valuation tools and screeners to improve investment team trading and filtration processes.
  • Test various trading strategies and perform ad-hoc research using Excel and Python frameworks.
  • Develop internal analytics for Credit, Convertible Bonds, and securitized products like CMBS, CLO, and ABS.
  • Build and support systematic trading strategies for Credit and securitized products.
  • Capture requirements from business users to onboard and integrate vendor models and datasets.
  • Create written documentation for all developed models, strategies, and tools.
  • Identify and automate manual processes to improve operational efficiency.

What we're looking for

  • Master degree or PhD in a technical area such as Math, Physics, Engineering, or Computational Finance.
  • Proven work experience as a researcher or developer in a quant group within an investment bank or hedge fund.
  • Proficiency in Python programming.
  • Proficiency in C++ (preferred).
  • Experience building trading tools (preferred).
  • Experience in alpha research and signal generation (preferred).
  • Basic understanding of derivatives modeling.
  • Knowledge of Credit products or Convertible Bonds (preferred).

More like this

Similar roles

Equity Volatility Quantitative Researcher

Balyasny Asset Management

London, United Kingdom +1 124 days ago $175,000–$250,000
Python C++ Quantitative Trading Systems back testing Simulation Performance Testing Market Data Time Series Analysis Regressions Statistics Excel Numerical Stability Alpha Research Signal Generation

Engineer, Multi-Asset Arbitrage

Balyasny Asset Management

London, United Kingdom +1 40 days ago $175,000–$250,000
Python Rust C++ SQL PostgreSQL Snowflake ClickHouse AWS Kubernetes Kafka Redis React CSS CI/CD Infrastructure-as-Code Agile SCRUM Low Latency Middleware Time-series Data
5+ yrs exp

Quant Researcher, Commodities

Balyasny Asset Management

London, United Kingdom +2 124 days ago $200,000–$225,000
C++ Python SQL NoSQL Stochastic Modeling Time Series Analysis Optimization Machine Learning Numerical Methods Linear Algebra Statistics Probability Simulation Distributed Data Workflows DAG-based Systems Forecasting Data Analysis
5+ yrs exp