Associate Portfolio Manager #AL18BAMNY - Greenwich, United States - Balyasny Asset Management

Description

Associate Portfolio Manager (Greenwich, CT): Develop quantitative strategies to trade foreign exchange spot and forward contracts.

Research various potential signals to forecast future foreign exchange moves, including looking at both academic and industry research to find the best ideas.

Use various Python packages, such as statsmodels and CVXPY, to combine various signals into a portfolio, applying optimization techniques, including mean variance.

Build Excel tools to visualize the output of various strategies and the main risks of a portfolio.

Work with trading foreign exchange spot, forward, and swap contracts, including settlement dates, fixing dates, and trading conventions; Excel and Python programming, including Python modules numpy, pandas, stats models, cvxpy, scipy, and pyxll; financial modeling; signal back testing; the application of optimization techniques, including mean variance; reading both academic and professional finance literature on the topics of macroeconomics, econometrics, finance, and intraday trading strategies; cleaning and manipulating large datasets of financial prices and economic variables; and, trade execution on professional FX trading platforms.

Requires Master's degree + 2 years of experience.
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