Quantitative Developer - Systematic Equities

Balyasny Asset Management L.P.; Dubai; On-site; USD 80,000 - 150,000; Full time

Job summary

An innovative firm is seeking a Quantitative Developer to join their systematic trading business in Dubai. This role offers the chance to work on exciting projects, collaborating with portfolio managers to enhance trading strategies and tools. You'll leverage your expertise in Python and data science to analyze large datasets and contribute to the development of cutting-edge financial products. This position promises a dynamic environment where your contributions will be valued, and your skills will be honed in a fast-paced, technology-driven setting.

Qualifications

• Experience with alpha signals, portfolio optimization, and trading algorithms.
• Proficient in handling large datasets and distributed computing frameworks.

Responsibilities

• Work with PMs on systematic trading strategy research and monetization.
• Develop tools for data acquisition, research, and P&L/risk analysis.

Skills

Python

Data Science Stack (Pandas, NumPy, SciPy)

Distributed Computing (Dask, Ray, Vaex)

Linux Command-Line Tools (git, bash, cron)

Financial Products Knowledge

Education

Degree in Computer Science

Degree in Statistics

Degree in Financial Engineering

Job description

Systematic Equities Quantitative Developer - Dubai

Dubai

Posted 3 Days Ago

Quantitative Developer

This is an opportunity to be an early member of the buildout of a systematic trading business. You will work directly with PMs and management on a green field build out of capabilities to enable and accelerate systematic trading strategy research and monetization including tools for data acquisition, research, and post trade P&L / risk analysis. You will have the chance to work in a start-up, technology-driven, people-focused and results oriented environment. This will be a new and exciting chapter in your career.

Technical Qualifications :

• Proficiency with Python (familiarity with C++ would be a plus)
• Advanced knowledge of data science stack (Pandas, NumPy, SciPy)
• Proficiency at working with large datasets. Practical experience with distributed computing frameworks such as Dask, Ray, or Vaex.
• Fluency in linux command-line tools (git, bash, cron)
• Broad understanding of financial products including equities

Highly Valued :

• Prior experience with researching, designing, developing and deploying alpha signals, portfolio optimization, factor models, trading algorithms, PnL / Risk attribution, backtesting, transaction cost analysis
• Understanding of data pipelines and data heavy calculation systems, for example, VaR engines and stress analysis systems
• Exposure to creating and operating parallel workflows in a cloud environment

Other Qualifications :

• Degree in Computer Science, Statistics, Applied Math, Financial Engineering or similar
• Excellent listening, and communication (both oral and written) skills
• Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure
• Proactive, assertive and attentive to details
• Can work independently and in a collaborative environment
• Can handle several projects with different priorities at the same time in a fast-paced environment
• Excellent self-management and problem-solving skills