Quantitative Researcher - Hong Kong / Singapore
Balyasny seeks an equity researcher reporting to a quantitative portfolio manager. The role owns signal development from dataset preparation through historical testing.
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.
- Clean data for alpha investigations.
- Research signals across different holding periods.
- Backtest proposed equity strategies.
What they ask for
Required
- Python
- Quantitative modelling
- Equity-strategy research
- Independent analysis
Preferred
- Asian equities
- Japan-specific signals
- Alternative data
- Event-driven strategies
- Education
- A finance, computing, mathematical or related scientific degree; level unspecified.
- Experience
- At least three years in equity quant research or development.
- Languages and tools
- Markets
- equities
How to prepare
- Test a country-specific equity signal.
- Measure strategy turnover and costs.
- Check signal stability across holding periods.
What to study
- Statistical Arbitrage
- Quantitative Research, Data and Backtesting
- Empirical Asset Pricing and Factor Investing
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.