Senior Quantitative Researcher

Responsibilities

• Perform quantitative financial research and analysis on a highly collaborative systematic equities team, contributing to all aspects of the investment process from data assimilation and signal generation to portfolio construction and execution.
• Develop differentiated stock return forecasting models leveraging a diversity of traditional and non‑traditional data sources.
• Apply deep understanding of advanced statistical research methods, including linear, non‑linear, and machine‑learning‑based techniques.
• Develop in‑depth knowledge of equity market dynamics along with a strong grasp of company / industry fundamentals.
• Utilize statistical modeling, linear algebra, probability theory, and machine‑learning techniques.
• Perform software engineering utilizing Python, SQL, and Rust and their library eco‑systems.
• Perform code re‑use, maintainability, testing, and verification.
• Work with equity markets and financial mathematics.
• Work with market microstructure, including low‑level details of market data feed specifics, overall market structure, risk models for factor and idiosyncratic risk, and understanding of non‑market‑data (alternative) datasets.
• Work with quantitative finance with deep exposure to alpha research, portfolio construction, optimization, risk modeling, and complex data analytics.
• Utilize cross‑sectional and time‑series statistical methods, including applied econometrics.

• REQ:
  Master’s degree + 1 year of relevant experience.
• Salary range: $‑$ / year.

Email resume to or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must # AL37BA
MNY. No phone calls.

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: PECK SLIP, NY - 10060