Junior Quantitative Researcher

BALYASNY ASSET MANAGEMENT (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 60,000 - 90,000; Full time

Job summary

A global investment firm in Singapore seeks a driven Quantitative Researcher to lead alpha research and develop predictive signals. The role involves end-to-end signal development and extensive quantitative analysis. Ideal candidates possess a degree in related fields and at least one year of quantitative experience, with strong proficiency in Python being essential. This position is perfect for those looking to apply their analytical skills in a collaborative investment environment.

Qualifications

• Minimum 1 year of experience in quantitative research or quantitative development.
• Familiarity with major programming languages is beneficial.
• Experience with portfolio allocation and backtesting.

Responsibilities

• Conduct alpha research and support the team.
• Develop signals from cleaning data to backtesting.
• Perform quantitative research and analysis on alphas.

Skills

Proficiency in Python

Strong quantitative analytical skills

Collaborative and commercially savvy

Education

Degree in Finance, Mathematics, Engineering, Computer Science, or related fields

Masters in Financial Engineering, Analytics, Quantitative Finance or similar

Job description

Balyasny Asset Management (BAM) is a global, multi-strategy investment firm with over $28 billion in assets under management. We are a diversified business, with global breadth and depth. Our firm has a clear mission: To consistently deliver uncorrelated returns in all market environments. Today, BAM employs more than 160 portfolio managers and 1,200 investment professionals across 19 offices in the U.S., Europe, the Middle East, and Asia. We are active across six investing strategies: Equities Long/Short, Equities Arbitrage, Macro, Commodities, Systematic, and Growth Equity. We also have a dedicated private investment team, BAM Elevate, and a standalone equities unit, Corbets Capital.

Role Overview

In the role of the Quantitative Researcher, the employee reports to a Quantitative Portfolio Manager and will be responsible for the following:

Key Responsibilities

• Independently conduct alpha research and support the team with alpha research as needed.
• End-to-end development of signals, from cleaning data, signal research, to performing backtesting.
• Perform quantitative research and analysis on alphas across various time horizons.

Qualifications & Requirements

• Degree in Finance, Mathematics, Engineering, Computer Science, or related scientific fields from a reputable university.
• Masters in Financial Engineering, Analytics, Quantitative Finance, or related scientific fields from a reputable university.
• Minimum 1 year of experience in quantitative research or quantitative development in equity and commodity strategies.
• Proficiency in Python is required; familiarity with other major programming languages is beneficial.
• Experience with portfolio allocation and backtesting.
• Collaborative, commercially savvy, and eager to learn, with a professional demeanor.
• Strong quantitative analytical and modeling skills.