Quant jobs / Balyasny Asset Management LP

Associate, Multi Asset Arb Risk

Analyse multi-asset arbitrage risks for Balyasny. The position develops portfolio monitoring and risk methods for event-driven, convertible and equity-derivative strategies.

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.

Analyse exposures across arbitrage portfolios.
Improve risk metrics and monitoring tools for portfolio managers.
Prepare scenario analysis for daily risk discussions.

What they ask for

Required

Credit and convertible-arbitrage strategies
Event-driven equities
Quantitative analysis
Programming
Investment-risk communication

Preferred

Equity-derivative strategies
RiskMetrics
SQL

Education: Strong academic training in mathematics, physics, economics, finance or a quantitative area; level not specified.
Experience: At least 7 years in finance as a risk manager, researcher, analyst or comparable role.
Languages and tools: Python
C++
C#
C
Java
Markets: equities, credit, options

How to prepare

Stress a convertible-arbitrage portfolio for credit and volatility shocks.
Analyse event risk around a merger or index rebalance.
Build a risk dashboard with reconciled portfolio 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 LP’s site before applying: requirements, location and pay can change after we check them.

View the posting on Balyasny Asset Management LP’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 LP and doesn’t handle applications.