internship
Quantitative Researcher - Quantitative Strategies (Summer Internship)
Balyasny Asset Management L.P.
- Employer
- Balyasny Asset Management L.P.
- Location
- London
- Working pattern
- on-site
About the role
Conduct quantitative research across systematic strategies, multi-asset arbitrage, alpha capture, risk management, and portfolio construction. Analyze textual and other complex datasets, develop predictive models and trading signals, and build or improve research tools, trading infrastructure, and investment frameworks. Applicants must be master's or PhD students in mathematics, statistics, computer science, or a related quantitative field, graduating between Winter 2027 and Spring or Summer 2028. They should have Python proficiency, strong probability and statistics knowledge, experience with complex datasets and predictive models, and independent data-driven research experience; familiarity with language models and NLP publications is a plus.