Analyst Job at Balyasny Asset Management in New York

Collaborate with a Portfolio Manager to make recommendations on financial investment transactions based on quantitative financial research and analysis, focusing on equity volatility and correlation with a macro and relative value approach spanning Asian, European, and US financial markets. Monitor front to back financial trade executions to confirm risk in various portfolios. Execute financial trades for the Portfolio Manager. Conduct in-depth quantitative financial analysis on volatility arbitrage, dispersion, correlation, relative value, and global macro strategies. Maintain and expand relationships with counterparties across all jurisdictions. Rebalance and adjust financial investment portfolios periodically. Support expense management, including trade cost analysis, brokerage costs, and technology. Conduct ad hoc quantitative financial analytical projects leveraging Excel, VBA, SQL, Python, and Bloomberg. Work with calculus; statistics; computational data, including stochastic calculus, Monte Carlo simulation, quadratic optimization, and statistical inferences; equity derivatives, including modeling, risk, and strategies development; modeling and risk of volatility, correlation, and dispersion products and strategies across the equity space; researching and developing systematic volatility strategies for financial investment transactions; and, advanced coding in an object-oriented programming language, including cloud server management, job scheduler, and systematic reports.Requirements: Master’s degree in Financial Engineering or a related field of study, plus three (3) years of experience with calculus; statistics; computational data, including stochastic calculus, Monte Carlo simulation, quadratic optimization, and statistical inferences; equity derivatives, including modeling, risk, and strategies development; modeling and risk of volatility, correlation, and dispersion products and strategies across the equity space; researching and developing systematic volatility strategies for financial investment transactions; and, advanced coding in an object-oriented programming language, including cloud server management, job scheduler, and systematic reports. Minimum Salary: 150000 Maximum Salary: 180000 Salary Unit: Yearly