Balyasny Asset Management L.P.

Quantitative Developer - Systematic Research Technology

Balyasny Asset Management L.P. • $150K — $180K *
Finance & Insurance
5 - 7 years of experience
Job Overview by Ladders

Qualifications

  • 5+ years of hands-on development experience supporting production systems
  • Strong experience in Python, C++, or both
  • Exceptional programming ability and solid software engineering fundamentals
  • Sound judgment in software design, debugging, and performance analysis
  • Experience with data-intensive or performance-critical systems
  • Curiosity and ownership; ability to learn quickly across domains
  • Clear communication skills with stakeholders, including Portfolio Managers and Researchers
  • Degree in Computer Science, Engineering, Mathematics, Statistics, Physics, or equivalent experience

Responsibilities

  • Design, build, and own software for quantitative research and trading
  • Develop Python tooling and libraries for efficient research workflows
  • Build and enhance C++ components for performance-critical processes
  • Collaborate with Quantitative Researchers to create technical solutions
  • Enhance system reliability, observability, and operational quality
  • Diagnose and resolve technical problems throughout the research lifecycle
  • Contribute to a high engineering standard through design and collaboration

Benefits

  • Opportunity to work on technically challenging projects
  • Engagement with diverse teams including Portfolio Managers and Researchers
  • Focus on high-quality engineering and impactful software solutions
  • Exposure to both Python and C++ technologies in a systemic finance context
Full Job Description
A role spanning Python and C++ for exceptional engineers who want to build the quantitative research and trading systems behind systematic investing.

About the Role

Systematic Research Technology builds research and trading systems that enables systematic investment teams to discover, evaluate, and deploy investment ideas. We work on technically demanding problems where engineering quality directly affects research velocity, system reliability, and the ability to operate at scale.

We are looking for exceptional engineers who want to apply strong software engineering judgment to quantitative investing. You will work closely with Portfolio Managers, Quantitative Researchers and Technologists, owning meaningful technical problems from initial design through deployment and production operation.

This role spans Python and C++. Python is used extensively for research workflows, data-intensive analysis, and developer tooling. C++ is used for performance-sensitive and production-critical systems. We welcome engineers with strength in one language who have the ability and interest to work productively across both.

What You Will Do
• Design, build, and own software that supports quantitative research, data processing, model evaluation, and systematic trading.
• Develop Python tooling and libraries that make research faster, more reproducible, and easier to scale.
• Build and improve C++ components for performance-sensitive and production-critical workflows.
• Partner directly with Quantitative Researchers to turn complex and often ambiguous research needs into durable technical solutions.
• Improve the reliability, observability, testability, and operational quality of research and production systems.
• Diagnose difficult technical problems across the research-to-production lifecycle and make pragmatic architecture decisions.
• Contribute to a high engineering bar through thoughtful design, code review, testing, and knowledge sharing.

What We Are Looking For
• 5+ years of hands-on development experience building and supporting production systems.
• Strong experience in Python, C++, or both, and the ability and interest to work productively across both languages.
• Exceptional programming ability and strong software-engineering fundamentals.
• Sound judgment in software design, debugging, performance analysis, testing, and maintainability.
• Experience building data-intensive, performance-sensitive, or production-critical systems.
• Curiosity, ownership, and the ability to learn unfamiliar technical or business domains quickly.
• Ability to communicate clearly and work effectively with Portfolio Managers, Quantitative Researchers, Technologists, and other stakeholders.
• A degree in Computer Science, Engineering, Mathematics, Statistics, Physics, or a related field, or equivalent practical experience.

Helpful, but Not Required
• Experience with systematic investing, quantitative finance, market data, or time-series analysis.
• Experience with Linux, distributed systems, GPUs, cloud infrastructure, data platforms, or low-latency systems.
• Familiarity with numerical computing, simulation, optimization, machine learning, or large-scale data processing.

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
Net Income
$200 million
Founded
2001
5 Year Trend
+20%
Revenue
$1 billion

Similar Jobs

More Jobs at Balyasny Asset Management L.P.

More Finance & Insurance Jobs

Find similar Quantitative Developer - Systematic Research Technology jobs: