Quant jobs / Balyasny Asset Management

Quantitative Researcher - Multi-Asset Arbitrage (Summer Internship)

This ten-week internship joins a multi-asset arbitrage team. The work develops research and trading tools with quantitative researchers and portfolio managers.

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.

Prepare complex datasets for research
Build and evaluate predictive models
Contribute to shared quantitative trading tools
Discuss experimental results with the investment team

What they ask for

Required

Python
Probability and statistics
Independent data-driven research
Complex-dataset modelling
Clear technical communication

Preferred

NLP model familiarity

Education: Bachelor student in maths, statistics, computing or a related quantitative subject; graduation winter 2027–summer 2028.
Experience: Ten-week student internship.
Languages and tools: Python
Markets: multi-asset

How to prepare

Build a reproducible predictive-model experiment
Demonstrate a small research tool with documented inputs
Explain a backtest result and its main limitations

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.