Index Analyst (Based in the US)
Balyasny seeks an analyst researching systematic equity-index rebalance opportunities. The work joins index-event modelling with portfolio optimisation and implementation 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.
- Forecast rebalance flows and price effects.
- Backtest index-event strategies.
- Optimise portfolios with cost and liquidity constraints.
What they ask for
Required
- Index-rebalancing research
- Index methodology
- Statistical modelling
- Time-series analysis
- Backtesting
Preferred
- Python research tools
- Education
- Undergraduate degree or further qualification in economics, finance or a relevant quantitative subject.
- Experience
- At least five years in index-related or quantitative investing work.
- Languages and tools
- Markets
- equities
How to prepare
- Reconstruct historical index changes.
- Estimate rebalance flows without look-ahead.
- Optimise an event portfolio after costs.
What to study
- Event Studies and Causal Measurement in Finance
- Portfolio Theory and Quantitative Investment
- Quantitative Research, Data and Backtesting
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.