Quant jobs / Balyasny Asset Management

Director, Multi Asset Arbitrage Risk Manager

The multi-asset arbitrage risk director analyses portfolios spanning equity, credit and equity derivatives. The role improves risk methods and gives investment teams practical exposure diagnostics.

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.

Assess risk across arbitrage and event-driven portfolios
Improve monitoring metrics and reports for portfolio managers
Prepare analysis for risk discussions and committee reviews
Investigate portfolio exposures using programming and data tools

What they ask for

Required

Ten or more years in relevant finance roles
Equity-derivative strategy knowledge
Credit and convertible strategy experience
Event-driven equity strategies
Quantitative academic background
Programming
Cross-team risk communication

Preferred

RiskMetrics
SQL

Education: Strong academic preparation in a quantitative subject; no degree level is specified.
Experience: 10+ years in bank or hedge-fund risk, research, analytical, trading or portfolio roles.
Languages and tools: Python
C++
C#
C
Java
SQL
Markets: equities, options, credit, fixed-income

How to prepare

Compare risk measures across dispersion and credit-arbitrage books
Explain event risk for a merger or index-rebalance position
Build a clear portfolio exposure report with checked inputs

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.