Quantitative Researcher (New York, NY): Perform quantitative analysis and modeling techniques within the financial services sector, including time-series analysis, linear regression models, and machine learning algorithms for forecasting and risk modeling. Design and implement production-grade research infrastructure in Python, utilizing numerical algorithms and distributed computing systems to enable massively parallel execution of quantitative models across historical and global datasets. Work with quantitative research; alpha research in mid-frequency US equities statistical arbitrage strategies; developing technical alphas; and programming in Python.
Requirements: Master's degree + 2 years of experience. Required skills include Qualitative & Quantitative Analysis, Financial Experience - General, Python, Quantitative Forecasting, Quantitative Modelling, and Distributed Computing.
Application Instructions: 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# AL42BAMNY. No phone calls.
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