*Supporting portfolio manager with development of quant and macro relative value derivatives strategies.
*Backtesting, optimizing, and trading systematic models.
*Building and maintaining quantitative trading tools.
*Supporting scripting and database related tasks involving large data sets.
*Conducting statistical analysis of market research for the portfolio manager.
*Designing automated tools that monitor live market data and generate trading signals.
*Bachelor's degree in a quantitative field
*Experience in derivatives trading/pricing role at either a Hedge Fund or major sell side firm
*Strong programming/statistical skills e.g. C++/Java/Matlab/Excel/VBA
*Demonstrate knowledge of macro/equity markets and their drivers
Balyasny - 14 months ago