Treasury Senior Quantitative Researcher
2 weeks ago
The Treasury Quant team at Balyasny Asset Management is expanding, and we are looking for a Senior Quantitative Researcher. The Treasury Quant team is responsible for firm-wide portfolio construction, globally, across all asset classes, aimed at minimizing margin, and contributing to maximizing the Firm's liquidity buffer.The Quantitative Researcher will:· Develop and implement internally consistent risk-based models for margin allocation and optimization, across all asset classes· Constantly review and upgrade margin allocation models.· Design and implement margin optimization processes for different asset classes· Enhance the analytics suite used by the treasury team to measure and manage capital utilization and allocation· Analyze and approximate various house and reg margin methodologies, including cross-margin· Collaborate with the risk team to leverage their offering for margin methodologies· Create risk-based explain tools for margin allocation and drivers· Work with Portfolio Managers and Business Leaders to refine margin attribution models· Help expand product coverage and methodologies used for various margin calculators and treasury specific analytics tools for efficient capital deployment· Expand the quantitative framework for managing the firm's liquidity, cash and collateral deployment· Design, prototype, test, and implement risk-based margin modelsQualifications and Requirements· 10 or more years of experience in Quantitative Research at Hedge Funds, Banks, and/or Asset Managers within a Front Office, Treasury and/or Risk team· STEM PhD or MS degree· Hands on experience solving optimization problems and in depth experience with at least 1 optimization engine – Mosek preferred. Real world optimization implementation expertise required· In depth modeling experience· Excellent hands-on programming skills in Python (including numpy, scipy, Pandas)· Expected to deliver asset specific allocation and optimization libraries in Python· In depth knowledge and experience in Equities, Fixed Income, Credit and/or Commodities· Direct involvement in building a margin methodology· Ability to work on several projects simultaneously· Innovative, flexible, open approach to solving real-life problems· Experience with being responsible for projects spanning several teams (PMs, risk, IT, etc)
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Treasury Senior Quantitative Researcher
7 days ago
London, United Kingdom Balyasny Asset Management L.P. Full timeThe Treasury Quant team at Balyasny Asset Management is expanding, and we are looking for a Senior Quantitative Researcher. The Treasury Quant team is responsible for firm-wide portfolio construction, globally, across all asset classes, aimed at minimizing margin, and contributing to maximizing the Firm’s liquidity buffer. The Quantitative Researcher will:...
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Treasury Senior Quantitative Researcher
2 weeks ago
Greater London, United Kingdom Balyasny Asset Management LP Full timeThe Treasury Quant team at Balyasny Asset Management is expanding, and we are looking for a Senior Quantitative Researcher. The Treasury Quant team is responsible for firm-wide portfolio construction, globally, across all asset classes, aimed at minimizing margin, and contributing to maximizing the Firm's liquidity buffer. The Quantitative Researcher will:...
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Treasury Senior Quantitative Researcher
2 weeks ago
London Area, United Kingdom Balyasny Asset Management L.P. Full timeThe Treasury Quant team at Balyasny Asset Management is expanding, and we are looking for a Senior Quantitative Researcher. The Treasury Quant team is responsible for firm-wide portfolio construction, globally, across all asset classes, aimed at minimizing margin, and contributing to maximizing the Firm’s liquidity buffer. The Quantitative Researcher will:...
-
Treasury Senior Quantitative Researcher
2 weeks ago
London Area, United Kingdom Balyasny Asset Management L.P. Full timeThe Treasury Quant team at Balyasny Asset Management is expanding, and we are looking for a Senior Quantitative Researcher. The Treasury Quant team is responsible for firm-wide portfolio construction, globally, across all asset classes, aimed at minimizing margin, and contributing to maximizing the Firm’s liquidity buffer.The Quantitative Researcher...
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Treasury Senior Quantitative Researcher
6 days ago
London Area, United Kingdom Balyasny Asset Management L.P. Full timeThe Treasury Quant team at Balyasny Asset Management is expanding, and we are looking for a Senior Quantitative Researcher. The Treasury Quant team is responsible for firm-wide portfolio construction, globally, across all asset classes, aimed at minimizing margin, and contributing to maximizing the Firm's liquidity buffer.The Quantitative Researcher will:·...
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London, United Kingdom JPMorganChase Full timeQuantitative Research (QR) is an expert quantitative modelling group in J.Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product...
