Senior Quantitative Researcher, Multi-Asset Arbitrage

BALYASNY (SWITZERLAND) SÀRL; Zug; On-site; CHF 180,000 - 300,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Advanced programming

Large-scale market data

Backtesting & simulation

Equity & derivatives knowledge

Education

Master’s degree or PhD in quantitative discipline

Tools

Time-series databases

Backtesting engines

Python/R/Julia

Job description

Senior Quantitative Researcher, Multi-Asset Arbitrage

BALYASNY (SWITZERLAND) SÀRL

Role Overview

Balyasny Asset Management (BAM) is seeking an experienced Senior Quantitative Researcher to join our Multi-Asset Arbitrage (MAA) team in Switzerland.

In this role, you will partner closely with Portfolio Managers and quantitative researchers to design, model, and deploy systematic and quantitative relative-value trading strategies across European equities and derivative markets. You will contribute across the full quantitative lifecycle—from alpha research, signal extraction, and catalyst modeling to backtesting, portfolio construction, and execution analytics.

The ideal candidate brings strong mathematical rigor, solid software engineering capabilities, and deep intuition for equity market structure, corporate events, and relative-value dynamics across cash and synthetic instruments.

Key Responsibilities

Alpha Research & Strategy Modeling

• Research, model, and backtest quantitative trading strategies across European large-cap equities and related liquid derivatives.
• Develop predictive signals and quantitative models capturing relative-value dislocations, structural flows, and pricing anomalies across single-stock and index products.
• Formulate quantitative frameworks to model medium-horizon catalysts around capital structure changes, special situations, corporate actions, and fundamental growth metrics.

Portfolio Construction & Trade Structuring

• Design and implement systematic long/short trading strategies, optimizing trade structuring across cash and derivative instruments.
• Enhance risk models, portfolio optimization frameworks, and factor attribution tools to maximize risk-adjusted performance and capital efficiency.

Data & Research Infrastructure

• Research, clean, and integrate complex fundamental, market, and non-traditional datasets into the research pipeline.
• Build and maintain scalable quantitative pricing, simulation, and predictive analytics tools to support portfolio decision-making.

Platform & Collaboration

• Work closely with team members to enhance shared research infrastructure, backtesting engines, and automated live monitoring tools.
• Document research methodologies, backtest assumptions, and risk profiles in a clear, reproducible manner.

Qualifications & Requirements

Academic Background

• Master’s degree or PhD in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, Statistics, or Computational Finance.

Professional Experience

• 7+ years of experience as a Quantitative Researcher, Quantitative Strategist, or Quantitative Trader at a premier hedge fund, proprietary trading firm, or investment bank.
• Proven track record in quantitative alpha generation, signal research, backtesting, and systematic strategy development in equities and/or derivatives.

Product & Market Knowledge

• Strong intuitive and mathematical understanding of equity pricing, relative-value strategies, and derivative mechanics (linear and non-linear instruments).
• Familiarity with European equity markets, indices, and corporate event lifecycles.

Technical Skills

• Advanced programming proficiency
• Hands‑on experience working with large-scale market data, time‑series databases, and backtesting/simulation environments.

Core Competencies

• High analytical rigor, intellectual curiosity, and attention to detail.
• Excellent communication and documentation skills, with the ability to articulate complex quantitative findings clearly to both technical and investment audiences.
• Collaborative approach with a desire to contribute to a shared codebase and high-impact research culture.

Job Details

• Work location 6300 Zug (ZG)
• Workload 100%
• Employment start By agreement
• Employment duration Permanent
• Qualification Skilled
• Work experience More than 3 years
• Education Master’s degree from a university or equivalent
• English Orally : Very good knowledge Written : Very good knowledge
• By email [e-mail]