Quant jobs / Balyasny Asset Management

Associate, Multi Asset Arbitrage Risk

Balyasny’s multi-asset arbitrage risk team analyses equity and credit portfolios. The associate improves risk tools and provides strategy-level analysis for investment discussions.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Monitor arbitrage portfolio exposures.
Develop cross-strategy risk metrics.
Investigate event and credit risks.

What they ask for

Required

Credit-strategy knowledge
Convertible arbitrage
Event-driven equity strategies
Quantitative analysis
Programming
Communication

Preferred

Equity volatility strategies
RiskMetrics
SQL

Education: Strong quantitative academic background; no specific degree level given.
Experience: At least seven years in financial risk, research or related investment roles.
Languages and tools: Python
C++
C#
C
Java
SQL
Markets: equities, credit, options

How to prepare

Stress-test a convertible-arbitrage portfolio.
Analyse merger-event scenario losses.
Build cross-asset exposure reports.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Balyasny Asset Management’s site before applying: requirements, location and pay can change after we check them.

View the posting on Balyasny Asset Management’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Balyasny Asset Management and doesn’t handle applications.