Quant jobs / Balyasny Asset Management

Equity Volatility Quantitative Researcher

The equity-volatility researcher develops trading analytics and research tools for portfolio managers. Projects cover Delta One, equity options, strategy testing and scenario analysis.

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.

Extend valuation tools for equity and derivative positions
Backtest strategies and communicate research results
Develop relative-value and basis diagnostics
Validate model behaviour and document analytical assumptions

What they ask for

Required

Python research programming
Equity options and Delta One markets
Time-series statistics and regression
Analytical problem-solving
Technical documentation
Research-team collaboration

Preferred

C++
Local or stochastic volatility implementation
Trading-tool development
Alpha research

Education: Quantitative master or doctoral study is preferred, without a mandatory degree level.
Experience: Relevant financial-services research or development experience; no minimum year count is stated.
Languages and tools: Python
Excel
C++
Markets: equities, options

How to prepare

Build an equity-options valuation and scenario notebook
Explain a relative-value trade using checked market data
Benchmark a model’s numerical stability and backtest assumptions

What to study

The Volatility 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.