Quant jobs / Balyasny Asset Management

Quantitative Researcher – Risk Internship – Master’s Track (New York)

The risk research internship develops models and analysis for portfolio exposures and investment decisions. Interns work alongside risk managers on datasets, framework evaluation and monitoring tools.

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.

Explore portfolio-risk data in Python
Evaluate models and portfolio-construction frameworks
Build exposure and performance reports
Explain research findings to risk managers

What they ask for

Required

Python
Probability and statistics
Quantitative modelling
Independent research
Complex-dataset experience
Technical communication

Preferred

Factor models or portfolio analytics

Education: Master student in a quantitative discipline; graduation winter 2027–summer 2028.
Experience: Ten-week student summer internship.
Languages and tools: Python
Markets: multi-asset

How to prepare

Build a portfolio exposure analysis with checked inputs
Compare two risk models on a common dataset
Present a research result with uncertainty and limitations

What to study

The Risk 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.