Quant jobs / Balyasny Asset Management

Quantitative Researcher – Multi-Asset Arbitrage

This multi-asset arbitrage researcher develops tools and strategies around credit and convertible instruments. The role uses valuation libraries, historical testing and desk-specific analytics.

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.

Extend credit and convertible research tools
Build valuation screens and analyse candidate trades
Test systematic credit or securitised-product strategies
Integrate vendor models and document assumptions

What they ask for

Required

Quantitative postgraduate training
Prior investment-bank or hedge-fund quant work
Python
Derivative-modelling fundamentals
Analytical debugging
Clear model documentation

Preferred

C++
Credit or convertible products
Trading tools
Alpha research

Education: Master or doctorate in a technical or quantitative subject.
Experience: Proven experience as a quantitative researcher or developer in a bank or hedge fund.
Languages and tools: Python
Excel
C++
Markets: credit, fixed-income

How to prepare

Build a credit or convertible valuation experiment
Backtest a relative-value rule with explicit data timing
Explain model assumptions and the risks a screen overlooks

What to study

The Quantitative Researcher 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.