Preparing for your next Quant Interview?
Practice Here!

Treasury Junior Quantitative Analyst

Balyasny Asset Management
Treasury Junior Quantitative Analyst
New York, US
125,000 - 175,000
Apply Now
Job Description

We are looking for a junior quantitative analyst to join our expanding Treasury department. 

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:

§ Applied mathematics, statistics or physics MS preferred

§ Experience with time series analysis and data fitting

§ Working experience with optimization problems

§ Familiarity with risk-based margin methodologies

§ Excellent hands-on programming skills in Python (including Pandas), VBA, Java Script required

§ Working experience with sql, data sets

§ Exposure to at least a segment of capital markets (Financing, Rates, FX, Equities, commodities, etc) a plus

§  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.

Share this job
Share On
Apply Now