Quantitative Researcher - Credit
Apply NowCompany: Balyasny Asset Management L.P.
Location: New York, NY 10025
Description:
ROLE OVERVIEW:
BAM is seeking an experienced Quantitative Researcher with expertise in building, supporting and integrating globally accessible quant trading infrastructure. The candidate will interact with portfolio managers and quant researchers to building requisite toolkits. The optimal candidate will have prior experience at a financial services organization with an exceptional technical background and in-depth knowledge of quantitative trading systems including back testing, simulation, performance testing and market data. This person will need to be a strong communicator, able to multi-task and have the ability to excel in a fast-paced trading environment.
Key responsibilities include:
Leverage the Credit and Convertible Bonds analytics library and trading infrastructure made up of vendor and internally developed platforms for research purposes
Work closely with the investment team and build valuation tools and screeners to improve their trading and filtration process
Test various trading strategies, perform adhoc research and deliver the results via Excel/Python framework
Assist in the buildout of the internal Credit and Convertible Bond analytics
Assist in the buildout of Systematic Credit strategies
Work closely with business users and platform developers to capture requirements and handle onboarding and integration of vendor models and datasets.
Develop written documentation of the models, strategies and tools developed
Perform with minimum supervision and exercise sound judgment
Help identify and automate manual processes
Qualifications & Requirements:
Master degree/PhD in a technical area, such as Math, Physics, Engineering or Computational Finance.
Proven work experience as a researcher or developer in the quant group within an investment bank or hedge fund.
Proficient in programming - Python required, C++ is desirable.
Experience building trading tools is desirable.
Experience in alpha research and signal generation is desirable.
Basic understandings derivatives modeling. Knowledge of Credit products or Convertible Bonds is desirable
High degree of accuracy and attention to detail
Analytical skills - Ability to troubleshoot and logically assess problems and determine solutions
Documentation skills - ability to represent ideas, requirements, and problems in clear and concise documents
Desire to work in a collaborative environment, enhancing a shared toolset
BAM is seeking an experienced Quantitative Researcher with expertise in building, supporting and integrating globally accessible quant trading infrastructure. The candidate will interact with portfolio managers and quant researchers to building requisite toolkits. The optimal candidate will have prior experience at a financial services organization with an exceptional technical background and in-depth knowledge of quantitative trading systems including back testing, simulation, performance testing and market data. This person will need to be a strong communicator, able to multi-task and have the ability to excel in a fast-paced trading environment.
Key responsibilities include:
Leverage the Credit and Convertible Bonds analytics library and trading infrastructure made up of vendor and internally developed platforms for research purposes
Work closely with the investment team and build valuation tools and screeners to improve their trading and filtration process
Test various trading strategies, perform adhoc research and deliver the results via Excel/Python framework
Assist in the buildout of the internal Credit and Convertible Bond analytics
Assist in the buildout of Systematic Credit strategies
Work closely with business users and platform developers to capture requirements and handle onboarding and integration of vendor models and datasets.
Develop written documentation of the models, strategies and tools developed
Perform with minimum supervision and exercise sound judgment
Help identify and automate manual processes
Qualifications & Requirements:
Master degree/PhD in a technical area, such as Math, Physics, Engineering or Computational Finance.
Proven work experience as a researcher or developer in the quant group within an investment bank or hedge fund.
Proficient in programming - Python required, C++ is desirable.
Experience building trading tools is desirable.
Experience in alpha research and signal generation is desirable.
Basic understandings derivatives modeling. Knowledge of Credit products or Convertible Bonds is desirable
High degree of accuracy and attention to detail
Analytical skills - Ability to troubleshoot and logically assess problems and determine solutions
Documentation skills - ability to represent ideas, requirements, and problems in clear and concise documents
Desire to work in a collaborative environment, enhancing a shared toolset