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Equity Volatility Quantitative Researcher
Equity Volatility Quantitative ResearcherBalyasny Asset Management • New York, NY, United States
Equity Volatility Quantitative Researcher

Equity Volatility Quantitative Researcher

Balyasny Asset Management • New York, NY, United States
Hace 20 días
Tipo de contrato
  • A tiempo completo
Descripción del trabajo

The ideal candidate will :

  • Build and maintain pricing models for range of products traded in macro business
  • Design and implement processes for live calculation of P&L and risk used by portfolio managers
  • Support portfolio managers and analysts in building out bespoke tools using in-house analytics
  • Design and implement macro data series for use in analysis and back-testing
  • Learn about pricing, risk and calibration for various macro products

QUALIFICATIONS & REQUIREMENTS

  • Masters' Degree or higher in a quantitative field. Degree courses in computer science, finance, mathematics, econometrics or other quantitative discipline preferred
  • Expert C++ programmer : we use C++17 and would like to move to C++20. Coupled with the ability to produce well-engineered code.
  • Programming experience in Python in the context of data analysis, with the ability to test ideas and develop infrastructure for further research
  • Understanding of listed and OTC markets for equities and equities options as well as volatility index. Experience in local and / or stochastic vol models implementation
  • Knowledge of statistics, including time series analysis and regressions
  • Strong organization skills with the ability to present results clearly and iterate with PMs accordingly
  • The ideal candidate will be someone who demonstrates :

  • Strong desire to work collaboratively with the team
  • High standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agencies
  • Problem solving skills and ability to identify and implement appropriate solutions
  • Ability to prioritize and manage multiple tasks and projects concurrently to meet / exceed deadline
  • Strong written and verbal communication skills
  • Outstanding attention to detail and strong organization skills
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