OVERVIEW

Balyasny Asset Management is looking for a talented quantitative research summer associate to work within a collaborative systematic equities team, receiving direct mentorship from the portfolio managers and researchers.

This is an excellent opportunity to gain in-depth, hands-on experience in systematic investing at a leading hedge fund. Summer associates will perform cutting-edge research at the intersection of quantitative trading and data analysis.

RESPONSIBILITIES

· Conduct project-oriented research, using a variety of datasets and statistical methods to test hypotheses and predict market patterns.

· Cultivate knowledge about industries, companies, and markets to underpin context-specific data processing and analysis.

· Perform literature research to support both new and existing R&D initiatives.

· Design and enhance the functionality of data analysis and visualization tools.

· Implement machine learning tools to process structured and unstructured datasets.

· Apply advanced natural language processing models to textual datasets with the goal of synthesizing differentiated model inputs.

QUALIFICATIONS & REQUIRMENTS

· Bachelor’s or Master’s degree in Computer Science, Mathematics, Applied Mathematics, Statistics and any STEM related field.

Advanced Python and SQL skills.
Exceptional mathematical and analytical skills, with a propensity to think 'outside of the box' and a strong desire to tackle hard-to-solve problems.

· Strong communication skills and an innate attention to detail.

Strong work ethic: self-motivated with a "can-do" attitude.
Unquestionable integrity with a strong sense of ownership.

Quantitative Researcher Intern