Senior Quant Researcher, Multi-Asset Arbitrage in Europe

BALYASNY (SWITZERLAND) SÀRL; Zug; Presencial; CHF 180.000 - 300.000; Jornada completa

Descripción de la vacante

Balyasny Asset Management (BAM) in Switzerland seeks a Senior Quantitative Researcher to join the Multi-Asset Arbitrage team in Zug. You will collaborate with Portfolio Managers and researchers to design, model, and deploy systematic relative-value strategies across European equities and derivatives.

The role requires strong mathematical rigor, extensive programming, and expertise in equity markets, corporate actions, and relative-value dynamics.

Formación

• Master’s degree or PhD in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, Statistics, or Computational Finance.
• 7+ years of experience as a Quantitative Researcher, Quantitative Strategist, or Quantitative Trader at a hedge fund, prop trading firm, or investment bank.
• Proven track record in quantitative alpha generation, signal research, backtesting, and systematic strategy development in equities and/or derivatives.
• Strong mathematical rigor and software engineering capabilities; deep understanding of equity market structure and relative-value dynamics.

Responsabilidades

• Research, model, and backtest quantitative trading strategies across European large-cap equities and liquid derivatives.
• Develop predictive signals and models capturing relative-value dislocations and pricing anomalies.
• Formulate frameworks to model catalysts around corporate actions and fundamental growth metrics.
• Design and implement systematic long/short trading strategies across cash and derivatives; optimize risk/return.

Conocimientos

Advanced programming

Large-scale market data

Backtesting & simulation

Equity & derivatives knowledge

Educación

Master’s degree or PhD in quantitative discipline

Herramientas

Time-series databases

Backtesting engines

Python/R/Julia

Descripción del empleo

Balyasny Asset Management (BAM) in Switzerland seeks a Senior Quantitative Researcher to join the Multi-Asset Arbitrage team in Zug. You will collaborate with Portfolio Managers and researchers to design, model, and deploy systematic relative-value strategies across European equities and derivatives.

The role requires strong mathematical rigor, extensive programming, and expertise in equity markets, corporate actions, and relative-value dynamics.