Quantitative Researcher

Work directly with a Quantitative Portfolio Manager to support an investment team by conducting quantitative research and analysis relating to equity trading, equity alpha generation, and portfolio construction. Develop intraday trading strategies and execute equity trading. Develop broad-based statistical arbitrage alphas and trading strategies. Utilize programming skills, including Python and SQL, to develop mathematical or statistical models for equity trading, equity alpha generation, and portfolio construction. Utilize knowledge of equity trading, flow data, intraday trading, transaction cost analysis, and cloud computing functions to enhance investment strategies. Leverage advanced data analysis and statistical methods to identify and exploit opportunities in the markets. Employ expertise in quantitative analysis to drive informed decision-making and yield competitive advantages in financial markets. Work with quantitative research; systematic trading; systematic equities; developing and conducting quantitative research and statistical analysis for equity alpha generation and portfolio construction; designing, backtesting, and evaluating statistical arbitrage signals/strategies using rigorous research methodologies; developing and supporting intraday trading strategies and execution-oriented research, incorporating practical trading constraints; programming in Python to build and implement mathematical/statistical models and research tools for equity trading and alpha generation; SQL to extract, join, and analyze large-scale market and trading datasets; equity trading and market microstructure, including use of flow data and transaction cost analysis (TCA) concepts to assess implementation costs (slippage/market impact); and, cloud computing capabilities to support data-intensive quantitative research workflows.Requirements: Masters degree in Financial Engineering, Operations Research, Computer Science, Statistics, Mathematics, or a related field of study, plus three (3) years of experience with quantitative research; systematic trading; systematic equities; developing and conducting quantitative research and statistical analysis for equity alpha generation and portfolio construction; designing, backtesting, and evaluating statistical arbitrage signals/strategies using rigorous research methodologies; developing and supporting intraday trading strategies and execution-oriented research, incorporating practical trading constraints; programming in Python to build and implement mathematical/statistical models and research tools for equity trading and alpha generation; SQL to extract, join, and analyze large-scale market and trading datasets; equity trading and market microstructure, including use of flow data and transaction cost analysis (TCA) concepts to assess implementation costs (slippage/market impact); and, cloud computing capabilities to support data-intensive quantitative research workflows.Salary Range: $150,000.00 - $225,000.00 per year.Email resume to [email protected] or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# AL43BAMNY. No phone calls.