(Treasury) Quantitative Researcher

BALYASNY ASSET MANAGEMENT (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 70,000 - 110,000; Full time

Job summary

A global investment firm in Singapore seeks a talented individual to enhance analytical tools for the treasury team. Responsibilities include building tools for efficient capital utilization and performing treasury-specific data analysis. Candidates should possess strong programming skills in Python and experience in finance and optimization techniques. The role demands a team player with strong communication skills and intellectual curiosity.

Qualifications

• Experience in finance with optimization techniques.
• Hands-on experience with large data sets and machine learning.
• Familiarity with risk-based margin methodologies preferred.

Responsibilities

• Enhance analytics suite for treasury team.
• Build analytics tools for margin efficiency.
• Identify and automate manual processes.

Skills

Optimization techniques

Machine learning techniques

Team collaboration

Strong communication skills

Detail oriented

Tools

Python

VBA

Java

SQL

Job description

Balyasny Asset Management (BAM) is a diversified global investment firm founded in 2001 by Dmitry Balyasny, Scott Schroeder, and Taylor O'Malley. With over $28 billion in assets under management, BAM employs more than 2,000 people across 23 offices in the U.S. and Canada, Europe, the Middle East, and Asia. The firm’s investment teams span five strategies, including Equities Long/Short, Fixed Income & Macro, Commodities, Multi-Asset Arbitrage, and Systematic. Balyasny’s mission is to deliver to its investors absolute, uncorrelated returns in all market environments.

Key responsibilities include:

• Enhance the analytics suite used by the treasury team to measure and manage capital utilization and allocation
• Work with other team members to expand the product coverage and methodologies used for various margin calculators and treasury specific analytics tools for efficient capital deployment
• Build analytics tools to be used for increased margin efficiency via trade allocation
• Contribute to expanding the treasury’s quantitative framework for managing the firm’s liquidity and cash and collateral deployment
• Maintain the calculators’ daily operation. Improve efficiency
• Build customized reports focusing on capital utilization, allocation, and efficiency across various business units/ PMs, firm-wide
• Perform treasury specific data analysis including sorting, structuring, and visualizing data from multiple sources of internal and third party/vendor data
• Improve the efficiency of various treasury-specific data sources utilization.
• Identify and automate manual processes
• Ability to see a project/module implementation through all its phases:
  1. Design
  2. Prototype
  3. Testing
  4. Ability to implement a full working version of the model
  5. Work with our IT team to fully implement the module in production

Qualifications and Requirements:

• Experience in the finance field with optimization techniques and optimization problems. Preferred optimizer: Mosek. Alternative Python.
• Exposure to at least a segment of capital markets (Equities, Rates, FX, Commodities, etc)
• Hands on experience with large data sets, machine learning techniques
• Experience with time series analysis and data fitting
• Familiarity with risk-based margin methodologies preferred
• Excellent hands‑on programming skills in Python (including numpy, scipy, Pandas), VBA, Java
• Script required. Working experience with sql, data sets
• Detail oriented. Strong motivation and intellectual curiosity. Innovative.
• Team player. Ability to work and liaise with several teams (front/back office, IT, etc).
• Strong communication skills