Intern, Quantitative Developer
Balyasny Asset Management is looking for an exceptional Quantitative Developer to work on an Equity Systematic Portfolio Management team on projects related to data gathering, data analysis, signal generation and automated trading strategies. This is an excellent opportunity to work on cutting-edge research at a leading hedge fund, offering hands-on experience at the intersection of trading and data analysis.
· Automate existing data gathering, analytical and modeling processes
· Identify, clean, ingest and analyze cutting-edge alternative datasets
· Conduct independent project-oriented research using a variety of datasets
· Build and enhance data visualization tools
· Leverage new datasets to generate signals and improve / enhance capabilities for existing models and automated trading infrastructure
· Conduct forecast or model error analysis, and provide findings to improve forecast/model accuracy
· Improve and enhance core back-testing and mark-out libraries and modules
QUALIFICATIONS & REQUIRMENTS
· Bachelors or Master’s degree in Computer Science, Mathematics, Engineering, Data Science, or any STEM related field. Pure Science majors with very strong coding skills are also welcome to apply.
· Strong analytical and data processing skills (Python/SQL)
· Self-starter, results-driven attitude with a great desire to learn. Previous experience in equities or trading not required.
· Strong communication skills, outstanding attention to detail