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Chicago, IL 60606
Perform quantitative analysis and research for long- and short-term equity management, including factor research, equity risk-related topics, and single name idiosyncratic risk. Perform analytics on portfolio construction and portfolio processes that are contributors to performance. Analyze attribution and sources of returns utilizing internal generated data by investment teams and statistical models to test significance and persistence of alpha. Analyze portfolio risk exposures and use equity factor models to help decompose risk. Utilize quantitative research to analyze how inputs to processes, execution of processes, and portfolio construction lead to return outcomes, and develop recommendations. Present research findings to others and provide outputs from research process that can be leveraged for decision making. Access market and security related data through a variety of sources and vendors, including Bloomberg, Thomson Reuters, and Factset. Use SQL to manage data. Explore new data sets from vendors and internally generated team data to develop research topics and ideas for exploration. Develop Python libraries for use by the team for analysis, reporting, and performing analytics to leverage external and internal data sets. Leverage research to make actionable recommendations to Equity Management, Investment Committee, or Portfolio Managers to improve returns, reduce risk, and improve oversight and insight into construction of portfolios. Provide recommendations and monitor daily, flag, and manage quality control of reports and incorporate new research and ideas. Review code of other team members and provide feedback on improvements. Develop visualization tools using Python, Tableau, automated Excel reports, and automated email distributions for consumptions by PM, Equity Management, Investment Committee, and PM Development team. Support ad hoc quantitative analysis on risk topics, return decomposition, and equity themes request by Investment Committee and Equity Management. Use optimizer to setup and manage optimization and provide to PMs to reduce factor risk and increase idiosyncratic risk in portfolios. Analyze sample equity portfolios provided by potential PM candidates and evaluate candidates’ risk taking and portfolio construction. Generate analytic reports for consumption by leadership teams. Communicate with business development team about candidates and contribute to the hiring process. Work with Python; quantitative finance topics, including valuation and portfolio optimization; statistics; linear algebra; and, time series analysis.
Requirement: Master’s degree in Finance, Mathematics, Statistics, or a related field of study, plus one (1) year of experience with Python; quantitative finance topics, including valuation and portfolio optimization; statistics; linear algebra; and, time series analysis.
Mail resume to Balyasny Asset Management, L.P., Ref# AL02BAMIL, Attn: Karolina Sileikaite, 444 West Lake Street, 50th Floor, Chicago, IL 60606.