Quantitative Researcher, Systematic Multi-Asset Arbitrage (Summer Internship)
Balyasny Asset Management
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This listing doesn't post a salary. Most similar roles pay $108,212–$215,700.
Based on 240 similar postings.
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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.
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The Quantitative Researcher - Multi-Asset Arbitrage (Summer Internship) joins the Multi-Asset Arbitrage team to participate in a hands-on ten-week research program. Interns are responsible for building, supporting, and integrating globally accessible quant trading infrastructure while interacting with Portfolio Managers and Quant Researchers to develop requisite toolkits. The role involves solving complex real-world problems to enhance investment and trading frameworks and strategies. Candidates must demonstrate programming proficiency in Python and possess strong knowledge of probability, statistics, and machine learning or natural language processing. The position requires experience working with large, complex datasets to build predictive models. Familiarity with language models like BERT, GPT, and XLNet is a plus. This role focuses on developing quantitative practices including big data analysis and AI to power quantitative strategies.
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