Quantitative Researcher, Portfolio Finance

The Quantitative Researcher will work at the intersection of Balyasny’s Portfolio Finance and Delta One activity, with responsibility across portfolio optimization, excess cash deployment, financing analytics, and tool development.

The successful candidate will play an important role in advancing the team’s capabilities in:

Financing optimization
Carry and financing attribution
Balance sheet and working capital analysis
Trading P&L and risk reporting
Financing market monitoring

Key Responsibilities

Build and enhance tools and reporting frameworks to support portfolio optimization
Develop and refine methodologies for carry attribution
Analyze and report on balance sheet usage, margin utilization and capital efficiency.
Support portfolio optimization and EFP trade generation efforts
Monitor financing markets, counterparty terms, and market structure
Partner closely with Delta One, Trading, Operations, Treasury Technology
Contribute to broader Treasury initiatives

Qualifications and Experience

2 or more years of experience in a quantitative, analytical, or technical role within Portfolio/Equity finance, Delta One, or Treasury
Strong programming and data skills, particularly in Python and SQL, with experience building analytical tools, reports, or data workflows.
Solid understanding of one or more of the following areas:
Knowledge of equity finance
Knowledge of Delta One products
Experience with financing and margin mechanics, balance sheet usage, and working capital optimization
Experience with P&L and risk attribution
Strong sense of ownership and an entrepreneurial, solutions-oriented approach
Excellent communication skills, with the ability to work effectively across teams
Proven ability to build productive internal and external relationships.

Preferred Qualifications

Experience using AI-enabled development or productivity tools in a practical business environment.
Computing or Mathematical academics preferred