Quantitative Researcher

BALYASNY ASSET MANAGEMENT (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A global multi-strategy investment firm in Singapore is looking for a Quantitative Researcher to conduct alpha research and develop investment signals. The ideal candidate should have a degree related to finance or science and at least 3 years of experience in quantitative research, particularly in equity strategies. Proficiency in Python is required, and familiarity with Asian markets is preferred. This role offers competitive compensation and opportunities for professional growth.

Qualifications

• Minimum 3 years experience in quantitative research or quantitative development in equity strategies.
• Knowledge of Asian equity is preferred.
• Familiarity with major programming languages is beneficial.

Responsibilities

• Conduct alpha research and support the team effectively.
• Develop signals from data cleaning to backtesting.
• Perform quantitative research on alphas across varying time horizons.

Skills

Quantitative research

Python

Data analysis

Collaborative teamwork

Strong analytical skills

Education

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

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.
• Minimum 3 years experience in quantitative research or quantitative development in equity strategies, knowledge of Asian equity is preferred.
• Proficiency in Python is required; familiarity with other major programming languages is beneficial.
• Experience with Japan or country-specific signals, alternative data, sector-specific knowledge, arbitrage or event-driven strategies is a plus.
• Collaborative, commercially savvy, and eager to learn, with a professional demeanor.
• Strong quantitative analytical and modeling skills.