Quantitative Analyst – Commodities Internship (Houston/Boston)
This investment-team internship uses data and quantitative models to evaluate trade ideas. Projects support portfolio managers through market monitors, historical tests and forecasts.
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.
- Prototype and backtest candidate trade ideas
- Build relative-value reports and market monitors
- Develop models for relevant economic or supply-demand questions
- Present research and iterate with portfolio managers
What they ask for
Required
- Python analysis
- Time-series statistics and regression
- Relevant market-instrument knowledge
- Quantitative academic background
- Presenting results clearly
- Education
- Undergraduate or first-year master student in a quantitative subject; graduation December 2027 or spring 2028.
- Experience
- Student summer internship.
- Languages and tools
- Markets
- commodities, options, futures
How to prepare
- Build a documented market-data research notebook
- Test a simple relative-value hypothesis out of sample
- Explain a forecast’s assumptions and sensitivity to new data
What to study
- Econometrics and Financial Time Series
- Financial Instruments, Markets and Conventions
- Quantitative Research, Data and Backtesting
The Energy Quant 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.