Senior Quantitative Researcher #MP7922136CT

Balyasny Asset Management   Greenwich, CT   Full-time     Finance
Posted on March 31, 2024

Senior Quantitative Researcher (Greenwich, CT): Research and develop quantitative trading strategies within a systematic equities team. Develop differentiated alpha signals that are uncorrelated to markets by applying advanced quantitative research methods to traditional and non-traditional data, taking account of domain-specific company and industry fundamentals, as well as structural and behavioral aspects of equity markets, including market microstructure and the incentives/objectives of market participants. Develop cross-sector lead/lag models with Sharpe Ratios of > 1 that can be transformed into differentiated alpha signals. Conduct quantitative alpha research from diverse data sources to provide accurate stock return forecasts. Build event trading strategies for equities. Research advanced statistic forecasting models. Work with machine learning; big data; statistical modeling; portfolio construction theory; deep learning; econometrics; time series; linear algebra; Python; R; and, SQL. Requires Bachelor's degree + 5 years of experience.

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