Balyasny Asset Management L.P.
Quantitative Research - MS/PhD Graduate (US)
Balyasny Asset Management L.P., New York, New York, us, 10261
Overview
Quantitative Research - MS/PhD Graduate (US) At BAM, our Researchers collaborate across all asset classes, delivering a wide range of quantitative practices from risk management, big data analysis, AI, LLM, and more. The models built by our QR team power our quantitative strategies and enhance our investment process. Direct Hire Opportunities
Systematic Researchers
— analyze textual data using advanced NLP models to develop actionable trading signals. Multi Asset Arbitrage Researchers
— build, support, and integrate globally accessible quant trading infrastructure and interact with Portfolio Managers and Quant Researchers to build requisite toolkits. Alpha Capture Researchers
— develop alphas utilizing LLM and machine learning methods to enhance our trading strategies within a L/S Equity investment team. Quantitative Research Qualifications
Masters or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or related quantitative field (graduating in December 2025 through Spring 2026) Prior independent research experience in a data-driven environment Experience working with large, complex datasets and building predictive models Ability to translate mathematical models and algorithms into code (Python) Outstanding analytics skills and attention to detail Clearly communicate complex and technical subject matters Results driven mindset, ability to work in an ambiguous environment, and work collaboratively within a team environment Employment details
Location: New York, NY (or US-based) Employment type: Full-time
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Quantitative Research - MS/PhD Graduate (US) At BAM, our Researchers collaborate across all asset classes, delivering a wide range of quantitative practices from risk management, big data analysis, AI, LLM, and more. The models built by our QR team power our quantitative strategies and enhance our investment process. Direct Hire Opportunities
Systematic Researchers
— analyze textual data using advanced NLP models to develop actionable trading signals. Multi Asset Arbitrage Researchers
— build, support, and integrate globally accessible quant trading infrastructure and interact with Portfolio Managers and Quant Researchers to build requisite toolkits. Alpha Capture Researchers
— develop alphas utilizing LLM and machine learning methods to enhance our trading strategies within a L/S Equity investment team. Quantitative Research Qualifications
Masters or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or related quantitative field (graduating in December 2025 through Spring 2026) Prior independent research experience in a data-driven environment Experience working with large, complex datasets and building predictive models Ability to translate mathematical models and algorithms into code (Python) Outstanding analytics skills and attention to detail Clearly communicate complex and technical subject matters Results driven mindset, ability to work in an ambiguous environment, and work collaboratively within a team environment Employment details
Location: New York, NY (or US-based) Employment type: Full-time
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