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Job

Quantitative analysis · Strategies

Balyasny Asset Management · Quantitative strategies · Summer

Hedge fund, several strategies

What the job is

You build and test models that help Balyasny Asset Management decide what to trade, as a summer research intern in London. Quantitative researchers use maths, statistics and code to find patterns in data that can be turned into trading decisions.

Interns are hired into the Systematic, Multi-Asset Arbitrage, Risk and Portfolio Construction teams. The models this research group builds power the firm's quantitative strategies, the parts of its investing run by models rather than by one person's judgement, and you spend 10 weeks on the programme solving real problems for them.

Your application

Your CV fitted to Balyasny Asset Management’s team, the letter and the form's answers, written from your own material

Prepare my application £12 a month, cancel any time, refunded without argument

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