BA
Balyasny Asset ManagementNew York City, NYGraduate
AGKO - Quantitative Macro Analyst - New York
Seeking a Quantitative Analyst to partner with an equity macro Portfolio Manager, translating macro views into equity exposures and building analytical tools. Role combines quantitative skills with market narrative understanding for direct portfolio impact.
1
Role Overview
- Partner closely with an equity macro-focused Portfolio Manager.
- Develop high-conviction macro themes implemented via equity swaps, ETFs, and options.
- Hybrid quant and markets role with direct impact on live capital.
- Move beyond standalone research to portfolio construction involvement.
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Key Responsibilities
- Translate macro views into investable equity exposures and stress test ideas in real-time.
- Build dashboards and visualization tools for market intelligence and alternative data.
- Develop and maintain analytics tools and infrastructure for the team.
- Build models for thematic signal generation and conduct scenario analysis.
- Perform backtesting and trade structuring exercises.
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Qualifications
- Technical toolkit of a top-tier quant with interest in market narratives and thematic investing.
- Ability to manipulate equity data; knowledge of equity factors is a plus.
- Strong programming skills in Python (pandas, NumPy, statsmodels), SQL, and data visualization.
- Strong communication skills and collaborative mindset in a small team.
- Prepared to think in terms of investable narratives, not just numbers.