Actively initiate the analysis of large-scale financial datasets and address intricate financial investment challenges through advanced mathematics, statistics, and sophisticated computational methodologies. Strategically execute financial trading operations and optimize investment portfolios utilizing advanced quantitative methods and strategic insights. Propose innovative and high-impact investment strategies grounded in extensive financial quantitative research and advanced analytical techniques. Utilize AWS, Kubernetes, Airflow, Docker, column-oriented databases, and Linux operating system. Handle L1-L3 tick data and the dynamics of market microstructures. Perform low-latency reactive programming using C++ and Python. Perform alpha research utilizing fundamental and sector-specific alternative datasets, including analyst estimates, consumer spending, TMT (Technology, Media, and Telecommunications), and healthcare. Work with machine learning models, including ridge and lasso regression and boosting trees. Work with advanced neural networks, including Convolutional Neural Networks, Recurrent Neural Networks, Long Short-Term Memory, transformers, text similarity techniques, and sentiment analysis.
Requirements: Bachelor's degree + 1 year of experience.
Email resume to [email protected] or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must reference #AL36BAMFL. No phone calls.
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