Balyasny Asset Management L.P.

Senior Systematic Risk Manager

Balyasny Asset Management L.P. • $160K — $200K *
New York, NY 10025In-Person
Finance & Insurance
8 - 10 years of experience
Reposted Today
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Job Overview by Ladders

Qualifications

  • Advanced degree in a quantitative field (Math, Physics, Computer Science, Financial Engineering)
  • 10+ years of experience in quantitative finance, with roles in risk management or quantitative trading
  • Proficiency in Python or C++/C# programming
  • In-depth knowledge of equity statistical arbitrage and equity factor models
  • Strong communication skills for cross-organizational collaboration
  • Excellent research and analytical skills, coupled with a strong interest in financial markets
  • Detail-oriented with a focus on data quality and project ownership

Responsibilities

  • Conduct daily and intraday analysis on systematic portfolios and refine manager selection processes
  • Develop risk management methodologies and metrics for systematic portfolios
  • Build collaborative relationships with systematic portfolio managers globally
  • Engage with systematic business management and the Global Head of Systematic
  • Participate in Global Risk committee discussions and provide input to the Investment Committee
  • Report directly to Co-heads of Systematic and Event Risk

Benefits

  • Comprehensive health and wellbeing programs
  • Career development opportunities
  • Dynamic work culture that encourages the free flow of ideas
  • Global presence with a diverse team across 20 offices
  • Collaborative environment that bridges finance and technology
Full Job Description
ROLE OVERVIEW

We are looking for a senior Risk Manager to support our growing global Systematic Trading business:
  • Conduct daily and intraday analysis on the Systematic portfolios. Review process, architecture, simulation and backtest methodologies for Systematic portfolios. Refine the process of manager selection and performance assessment, with a keen focus on macro/thematic drivers and crowding analysis
  • Develop methodologies and metrics for risk managing Systematic portfolios with a focus on shorter term strategies; build tools to monitor these and share with PMs. Contribute to BAM's risk analytics, processes and reporting both within the Systematic business and elsewhere.
  • Build relationships with systematic PMs both in US and globally.
  • Build relationships with systematic business management including the Global Head of Systematic
  • Provide input and participate in weekly Global Risk committee discussions; make recommendations to Investment Committee where appropriate. Advise on whether BAM is being sufficiently rewarded for the risks it takes.
  • Report to Co-heads of Systematic and Event Risk

Requirements:
  • Strong academic background with an advanced degree (Masters or Doctorate) in a quantitative discipline such as Math, Physics, Computer Science, Financial Engineering
  • 10 or more years relevant experience in the quantitative finance field, with roles such as risk manager / portfolio manager / quant trader in a major bank, hedge fund, or quantitative trading firm
  • Strong programming skills in Python or C++/C#
  • Well-versed in equity statistical arbitrage
  • Familiar with equity factor models
  • Strong communication skills. The role involves constant dialogue with all parts of the organisation
  • Rigorous research and analytical skills. Creative, motivated, hard-working, and strong all-around 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 execution algorithms
  • Knowledge of market microstructure
  • Knowledge of transaction cost modelling
  • Knowledge of systematic macro strategies
  • Experience applying LLMs or Machine Learning to systematic trading
  • Operational Risk

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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