Quant jobs / Balyasny Asset Management

Senior Systematic Risk Manager

Balyasny’s senior systematic-risk manager evaluates quantitative portfolios and their research processes. The role develops monitoring methods and advises investment committees on risk-taking.

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.

Analyse intraday exposures and strategy crowding.
Review backtest and simulation assumptions.
Build risk metrics for shorter-horizon portfolios.

What they ask for

Required

Statistical arbitrage
Equity factor models
Quantitative risk analysis
Programming
Research judgement
Communication

Preferred

Execution models
Microstructure
Transaction costs
Systematic macro
ML applications

Education: Quantitative master’s degree or doctorate required.
Experience: At least ten years in quantitative finance.
Languages and tools: Python
C++
C#
Markets: equities, multi-asset

How to prepare

Stress-test a crowded equity portfolio.
Audit a backtest for unrealistic fills.
Build factor and liquidity risk monitors.

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.