Quantitative Researcher, Multi-Asset Arbitrage (Intern)
Balyasny Asset Management
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This listing doesn't post a salary. Most similar roles pay $117,471–$237,321.
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 59 open roles on FindRole.
Listed pay typically runs $175,000–$250,000 across 30 roles with salary data.
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As a Quantitative Researcher - Systematic, Multi-Asset Arbitrage (Summer Internship), you will join the research team to solve complex problems by enhancing investment and trading frameworks. You will work on various initiatives including analyzing textual data with advanced NLP models to develop trading signals, building globally accessible quant trading infrastructure, developing alphas using LLM and machine learning methods for equity teams, and conducting factor model research for portfolio construction. The role requires proficiency in Python along with strong knowledge of probability, statistics, and machine learning. You will work with large, complex datasets to build predictive models while utilizing tools like BERT, GPT, and XLNet. This position focuses on the technical challenges of risk management, big data analysis, and developing automated trading strategies across multiple asset classes within a professional investment environment.
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