Associate, Multi Asset Arbitrage Risk

Balyasny group; Hong Kong; Vor Ort; HKD 1.200.000 - 1.500.000; Vollzeit

Zusammenfassung

Balyasny Group is seeking an Associate, Risk to support our global Multi Asset Arbitrage business in Hong Kong. You will analyze portfolios across equity, corporate credit and equity derivatives, and contribute to monitoring and risk reporting.

The role requires 7+ years in finance, experience in Credit strategies including convertible arbitrage, event-driven equity strategies, strong quantitative background, and programming skills in Python/C++/C#/Java.

Qualifikationen

• 7+ years' experience in finance roles, either as a risk manager, quantitative researcher, or analyst in a bank or hedge fund.
• Asset class experience in Credit strategies including Convertible Arbitrage.
• Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades).
• Strong academic background in a quantitative area (math, physics, economics, or finance).
• Strong communication skills; role involves constant dialogue with all parts of the organization.
• Programming experience in Python/C++/C#/C/Java (intermediate or better).
• Attention to detail and data quality.

Aufgaben

• Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes.
• Improve methodologies, metrics, and reporting for risk managing Multi Asset Arbitrage portfolios; build monitoring tools.
• Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.
• Contribute to BAM's risk analytics, processes and reporting within the Multi Asset Arbitrage business; perform ad-hoc risk analysis for other portfolios.
• Report to Co-heads of Systematic and Event Risk.

Kenntnisse

Python

C++

SQL

Data analysis

Communication skills

Attention to detail

Problem solving

Ausbildung

Quantitative degree (math, physics, economics or finance)

Tools

RiskMetrics

Databases (SQL)

Jobbeschreibung

We are looking for an Associate, Risk to support our growing global Multi Asset Arbitrage business:

• Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes. Develop understanding around thematic and fundamental investments across multiple strategies.
• Improve methodologies, metrics, and reporting for risk managing Multi Asset Arbitrage portfolios; build monitoring tools to share with PMs.
• Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.
• Contribute to BAM's risk analytics, processes and reporting within the Multi Asset Arbitrage business. Perform ad-hoc risk analysis for other portfolios across the firm
• Report to Co-heads of Systematic and Event Risk

Requirements:

• Asset class experience in Credit strategies including Convertible Arbitrage
• Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades)
• Strong academic background in a quantitative area e.g. math, physics, economics or finance.
• 7 or more years' experience in finance roles, either as a risk manager, quantitative researcher, analyst in a bank or hedge fund. Would entertain former traders / portfolio managers looking to transition their careers.
• Strong communication skills. The role involves constant dialogue with all parts of the organization
• Intermediate or better programming experience in any of Python/C++/C#/C/Java.
• Strong analytical skills. Creative, motivated, hard-working, and strong all-round interest in financial markets. Practical approach to problem solving.
• Attention to detail - takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.

Nice to have:

• Practical experience in Equity Derivatives strategies (e.g. dispersion, index vol relative value)
• Knowledge of RiskMetrics
• Programming experience with SQL or other databases