🚀 Internship

Quant Trading, Equities Fall Internship (6-12 Months)

Balyasny Asset Management L.P.

•

11d ago

🚀 Summer Internship

London

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.

Summer Internship

Banking & Finance

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London

Rolling basis

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

Currently Studying

Bachelors

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

Work type

Full time

Work mode

office

Location

London

Rolling basis