Quant Researcher: Multi-Asset Arbitrage & Trading Tools

Balyasny Asset Management; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

BAM is seeking an experienced Quantitative Researcher to build, support, and integrate globally accessible quant trading infrastructure. You will collaborate with portfolio managers and researchers to develop toolkits and evaluate strategies in a fast-paced trading environment.

The role requires a Master or PhD in a technical field, with strong Python skills and optional C++ experience. You will contribute to back testing, simulation, and market data workflows while documenting methodologies.

Qualifications

• Master degree or PhD in a technical field (Math, Physics, Engineering, Computational Finance).
• Proven experience as a researcher or developer in the quant group within an investment bank or hedge fund.
• Proficient in Python; C++ experience desirable.
• Strong analytical abilities, attention to detail, and clear documentation.

Responsibilities

• Leverage analytics libraries and trading infrastructure for research.
• Build valuation tools and screeners to improve trading processes.
• Test trading strategies and deliver results via Python/Excel framework.
• Document models, strategies, and tools developed.
• Collaborate with business users and platform developers to gather requirements.

Skills

Analytical thinking

Communication

Documentation

Collaboration

Education

Master's degree or PhD in Math/Physics/Engineering/Computational Finance

Tools

Python

C++

Job description

BAM is seeking an experienced Quantitative Researcher to build, support, and integrate globally accessible quant trading infrastructure. You will collaborate with portfolio managers and researchers to develop toolkits and evaluate strategies in a fast-paced trading environment.

The role requires a Master or PhD in a technical field, with strong Python skills and optional C++ experience. You will contribute to back testing, simulation, and market data workflows while documenting methodologies.