Senior Multi Asset Arbitrage Risk Manager - Balyasny Asset Management LP : Job Details

Join to apply for the Senior Multi Asset Arbitrage Risk Manager role at Balyasny Asset Management L.P.

Join to apply for the Senior Multi Asset Arbitrage Risk Manager role at Balyasny Asset Management L.P.

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The senior Risk Manager will support our growing global Multi Asset Arbitrage business and perform the following:

• Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes. Develop understanding around thematic and fundamental investments across multiple strategies.
• Improve methodologies, metrics, and reporting for risk managing Multi Asset Arbitrage portfolios; build monitoring tools to share with PMs.
• Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.
• Contribute to BAM's risk analytics, processes and reporting within the Multi Asset Arbitrage business. Perform ad-hoc risk analysis for other portfolios across the firm.
• Report to Co-heads of Systematic and Event Risk.

Qualifications:

• Asset class experience in Credit strategies including Convertible Arbitrage.
• Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades).
• Strong academic background in a quantitative area e.g. math, physics, economics or finance.
• 8 or more years' experience in finance roles, either as a risk manager, quantitative researcher, analyst in a bank or hedge fund. Would entertain former traders / portfolio managers looking to transition their careers.
• Strong communication skills. The role involves constant dialogue with all parts of the organization.
• Intermediate or better programming experience in any of Python/C++/C#/C/Java.
• Strong analytical skills. Creative, motivated, hard-working, and strong all-round 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:

• Practical experience in Equity Derivatives strategies (e.g. dispersion, index vol relative value).
• Knowledge of RiskMetrics.
• Programming experience with SQL or other databases.

With respect to NY, CA, and IL based applicants, the starting base pay range for this role is between $225000 and $275000 annually. The actual base pay is dependent upon several factors, including, but not limited to, relevant experience, business needs and market demands. This role may also be eligible for bonus compensation and employee benefits.

Seniority level

• Seniority levelNot Applicable

Employment type

• Employment typeFull-time

Job function

• Job functionFinance
• IndustriesFinancial Services and Investment Management

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