Quant jobs / Balyasny Asset Management

Quantitative Analyst - Commodities Investment Team (Summer Internship)

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: Master or doctoral student in a quantitative discipline; completion December 2027 or summer 2028. This source posting is for Hong Kong.
Experience: Student summer internship.
Languages and tools: Python
Excel
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

The Energy 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.