This listing doesn't post a salary. Most similar roles pay
$170,000–$256,950.
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
59 open roles
on FindRole.
Listed pay typically runs
$175,000–$250,000
across 30 roles with salary data.
The Senior Quantitative Researcher, PM Engagement joins a team dedicated to coaching equity Portfolio Managers on portfolio construction, risk management, and investment process optimization. This role involves developing quantitative models for risk and performance attribution across fundamental long/short equity, index arbitrage, and merger arbitrage strategies. The researcher will perform research on factor models, conduct data-driven analysis to improve risk-adjusted returns, and provide actionable insights to business management regarding portfolio construction and hedging. Key responsibilities include managing relationships with investment professionals and communicating complex quantitative concepts through presentations and documentation. Required skills include advanced quantitative abilities, proficiency in Python for time series analysis, SQL for data management, and experience with GitHub. The candidate must possess expertise in statistical modeling, market data analysis, and a deep understanding of equity investment strategies to solve problems related to portfolio scalability and profitability.
Coach equity Portfolio Managers on portfolio construction, risk management, and investment process optimization.
Develop quantitative models for analyzing risk, return attribution, and performance across various equity strategies.
Provide data-driven insights to help Portfolio Managers improve profitability and scalability of their business.
Translate complex quantitative concepts into actionable recommendations through face-to-face meetings and written documentation.
Identify and propose new research initiatives to improve risk-adjusted returns for the firm's investment teams.
Collaborate with engineering and data teams to develop tools that enhance portfolio management efficiency.
Act as a primary point of contact for Portfolio Managers regarding questions on risk and portfolio construction.
Analyze large datasets using Python and SQL to identify best practices in the investment process.
What we're looking for
Advanced degree (PhD or Masters) in sciences, math, or a quantitative discipline, or equivalent practical experience applying quantitative finance theory.
5+ years of experience working on a team understanding risk, portfolio construction, and analytics for equity Long/Short or alternative strategies.
At least 2 years of direct interaction with risk takers or experience in a risk-taking role.
Strong programming skills for quantitative analysis including Python (time series, data management, and internal library contribution) and SQL.
Proficiency with software development processes and tools such as GitHub.
Experience implementing statistical models and understanding factor models and their applications.
Experience working with market data and large datasets programmatically.
Excellent communication skills to explain quantitative concepts and coach fundamental portfolio managers.