
Quantitative Researcher - Systematic, Multi-Asset Arbitrage (Summer Internship)
at Balyasny
Posted 16 hours ago
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**Quantitative Researcher - Systematic, Multi-Asset Arbitrage Intern** - Conduct data-driven research using Python, SQL, and machine learning tools - Develop and optimize quantitative strategies for multi-asset arbitrage - Collaborate with traders and portfolio managers to implement research findings - Required: Master's degree in Finance, Computer Science, or a quantitative field; relevant experience (e.g., previous internships, projects); strong programming skills; familiarity with financial markets
