Quant jobs / Balyasny Asset Management

Quantitative Researcher, Portfolio Finance

Portfolio Finance works with Delta One trading on financing efficiency and portfolio analytics. The researcher builds tools for carry attribution, margin use and balance-sheet allocation.

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.

Improve financing and portfolio-optimisation reports
Attribute carry and financing contributions to returns
Analyse margin use and capital efficiency
Support EFP trade generation and monitor funding terms

What they ask for

Required

Two or more years in portfolio finance, Delta One or treasury analytics
Python and SQL
Financing or Delta One product knowledge
Tool and data-workflow development
Cross-team communication

Preferred

AI-assisted development
Computing or mathematical studies

Education: Computing or mathematical academic background is preferred; no mandatory qualification level is stated.
Experience: 2+ years in a relevant quantitative, analytical or technical finance role.
Languages and tools: Python
SQL
Markets: equities

How to prepare

Build a carry-attribution example for an equity-financing portfolio
Compare funding choices under margin and balance-sheet constraints
Explain a financing-market change through a clear analytical report

What to study

The Portfolio and Factor 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.