Quantitative Researcher
Quantitative Researcher (New York, NY): Build infrastructure for systematic trading in the central commodities portfolio, including developing back-testing and trading tools specific to commodity futures markets. Build infrastructure for systematic trade analytics, including portfolio turnover, churn, and factor exposures, to be applied across the portfolios of Commodity PM teams. Design, test, and maintain data ETL processes, including covering various technical and fundamental datasets across commodity markets. Perform software development and analysis for systematic trading; software development and analysis in commodity index structures; software development and analysis for both the futures and equities markets; software development and analysis in flow- based strategies; futures and equities trading; and, statistical analysis. Req. Bachelor's degr + 1 yr exp. Salary Range: $150,000.00 - $225,000.00 per year. Mail resume to Hannah Ogren, Balyasny Asset Management, LP, 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# MP8787727NY. No phone calls please.
Required skills
- Statistical Analysis Experience