Quant Trading, Equities Fall Internship (6-12 Months)
Balyasny Asset Management L.P.
🚀 Summer Internship
AI generated summary
- The ideal candidate for the Quant Trading, Equities Fall Internship at Balyasny Asset Management should be currently enrolled in or graduating from a top-ranking master's program in Mathematics, Physics, or a related quantitative field. They should possess excellent written and verbal communication skills in English and French, have strong analytical and modeling abilities, be proficient in Python + pandas, and demonstrate exceptional motivation, attention to detail, organization skills, and integrity.
- The Quant Trading, Equities Fall Intern will assist in quantitative research, develop trading strategies, maintain risk models, improve code base, manage trade logs and P&L, ensure data integrity, and contribute to ad hoc analytic projects at Balyasny Asset Management.
- We are looking for a 2023 Autumn Associates, Quant Trading, Equites, to intern with us for a period of 6-12 months, with one of our London-based Systematic Portfolio Management teams. This program offers a valuable experience in the hedge fund industry, providing an opportunity to learn and engage in quantitative trading and related research activities.
- You will have the chance to learn from experienced professionals in a collaborative and dynamic environment.
- Currently enrolled in or graduating from a master’s degree in Mathematics, Physics, or a related quantitative field from a top-ranking institution
- Proficient written and verbal communication skills in English and French
- Equipped with strong analytical and modelling skills.
- Proficient in Python + pandas.
- Exceptionally motivated, detail-oriented, hard-working, and of the highest integrity
- Ability to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadlines
- Outstanding attention to detail and strong organization skills
Area of Responsibilities
Banking & Finance
- As an Autumn Associate, you will work in collaboration with one of our Systematic Portfolio Managers, focusing on Quantitative Event-Driven trading. Your responsibilities will encompass:
- Assisting in Quantitative Research for statistical arbitrage trading strategies, including idea generation, strategy back-testing, and analysis
- Participating in the development and maintenance of portfolio risk models
- Supporting the improvement of our Python-based systematic trading code base, upholding our standards of reliability and efficiency
- Conducting end-of-day processes, including the organization of trade logs, recording daily P&L, and assisting with compliance procedures.
- Maintaining the integrity of large volumes of security data through cleaning, maintaining, and validation
- Contributing to ad hoc analytic projects, further expanding your financial and analytic knowledge
- We will provide comprehensive training