Balyasny Asset Management L.P. (BAM) founded in 2001, is an institutional investment firm dedicated to delivering consistent, uncorrelated absolute returns in all market environments. BAM has offices in Chicago, New York, Greenwich, San Francisco, Hong Kong and London.
At BAM, we are our talent. We are a growing firm that offers a multitude of professional opportunities. Through BAM’s selective hiring process, we target the best and brightest in the business, and strive to create an environment which attracts and retains top talent. Maintaining a culture where people are energized to come to work is paramount to our success. Our team is motivated to perform each and every day.
As a result, BAM has built a reputation as a firm that provides the tools necessary for talented individuals to achieve their goals and reach their highest potential.
POSITION SUMMARY
The Quantitative Research Associate will be focusing on Quantitative research and assisting the portfolio manager with tasks including, but not limited to backtesting, machine-learning, alpha research etc.
ROLE OVERVIEW:
Responsibilities include, but are not limited to:
· Quantitative Analyst working alongside a Quantitative Portfolio Manager
· Building libraries, backtesting, machine learning, data cleaning, intraday trading etc.
· Conducting alpha research independently, and also helping the team with alpha research as required
REQUIREMENTS
· Bachelor’s degree or the equivalent in Quantitative Finance, Finance, Mathematics or Engineering from a reputable university.
· Internship or full time experience(s) within the quant finance sector, with experience dealing with machine learning and backtesting
· Coding experience in Python. Familiarity with other languages are a plus
· Ambitious and commercial savvy. Professional demeanour with an eagerness to learn
· Location preference to be in Singapore
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