Balyasny Asset Management L.P.

Director, Multi Asset Arbitrage Risk Manager

Balyasny Asset Management L.P. • $150K — $200K *
New York, NY 10025In-Person
Finance & Insurance
8 - 10 years of experience
1 month ago
Job Overview by Ladders

Qualifications

  • 10+ years in finance roles (risk manager, quantitative researcher, analyst, trader, portfolio manager)
  • Experience with Equity Derivatives strategies (dispersion, index vol relative value)
  • Familiarity with Credit strategies (Convertible Arbitrage, High Yield, Investment Grade)
  • Experience in event-driven equity strategies (merger arbitrage, index rebalance)
  • Strong academic background in quantitative fields (math, physics, economics, finance)
  • Intermediate programming skills in Python/C++/C#/C/Java
  • Strong analytical skills with attention to detail

Responsibilities

  • Conduct daily analysis of equity, corporate credit, and equity derivatives portfolios
  • Enhance risk management methodologies, metrics, and reporting for Multi Asset Arbitrage
  • Develop monitoring tools for portfolio managers
  • Participate in daily Risk Work sessions and weekly Global Risk committee meetings
  • Contribute to BAM's risk analytics and reporting for Multi Asset Arbitrage portfolios
  • Perform ad-hoc risk analysis across other portfolios

Benefits

  • Collaborative and innovative work environment
  • Engagement with senior leadership including Co-heads of Systematic and Event Risk
  • Opportunity to influence risk management processes
  • Access to a comprehensive suite of analytical tools and methodologies
  • Professional development opportunities within a growing global business
Full Job Description
We are looking for a senior Risk Manager to support our growing global Multi Asset Arbitrage business:
  • Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes. Develop understanding around thematic and fundamental investments across multiple strategies.
  • Improve methodologies, metrics, and reporting for risk managing Multi Asset Arbitrage portfolios; build monitoring tools to share with PMs.
  • Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.
  • Contribute to BAM's risk analytics, processes and reporting within the Multi Asset Arbitrage business. Perform ad-hoc risk analysis for other portfolios across the firm
  • Report to Co-heads of Systematic and Event Risk

Requirements:
  • 10 or more years' experience in finance roles, as a risk manager, quantitative researcher, analyst, trader, and/ or portfolio manager in a bank or hedge fund.
  • Practical experience in Equity Derivatives strategies (e.g. dispersion, index vol relative value.
  • Asset class experience in Credit strategies including Convertible Arbitrage, High Yield and Investment Grade Credit, Municipal Bonds, CMBS, and CLOs.
  • Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades)
  • Strong academic background in a quantitative area e.g. math, physics, economics or finance.
  • Strong communication skills. The role involves constant dialogue with all parts of the organization
  • Intermediate or better programming experience in any of Python/C++/C#/C/Java.
  • Strong analytical skills. Creative, motivated, hard-working, and strong all-round interest in financial markets. Practical approach to problem solving.
  • Attention to detail - takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.

Nice to have:
  • Knowledge of RiskMetrics
  • Programming experience with SQL or other databases

About Balyasny Asset Management L.P.

Balyasny Asset Management L.P. is a global investment firm that manages hedge funds and private investment funds. The company was founded in 2001 by Dmitry Balyasny and is headquartered in Chicago, Illinois, with additional offices in New York, London, Hong Kong, and Singapore. Balyasny Asset Management L.P. employs a multi-strategy approach to investing and focuses on generating alpha through a combination of fundamental analysis and quantitative research. The company has a strong track record of performance and has received numerous awards for its investment strategies.
Learn more about Balyasny Asset Management L.P.
Size
1,000 employees
Industry
Finance & Insurance
Net Income
$200 million
Founded
2001
5 Year Trend
+20%
Revenue
$1 billion
* Ladders Estimates

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