Balyasny Asset Management L.P. · 1 week ago
US FTR, Gas and Power Risk, Quantitative Researcher
Greenwich, CT
Full-time
Onsite
Senior Level, Lead/Staff
10+ years expBalyasny Asset Management L.P. is looking for an outstanding Quantitative Researcher to join their Commodities Risk Management team. The role involves building trading, risk, and physical commodity models to support the growth of the Commodities business.
Responsibilities
Formulate and implement models for risk analysis of commodity products and derivatives, such as methodologies for constructing term structures and volatility surfaces
Improve and extend existing risk reporting tools, including risk analysis, P&L attribution, and portfolio construction, with focus on both regular periodic reporting and ad-hoc requests
Develop methodologies and procedures to conduct historical and hypothetical stress testing, as well as analysis of the results using standardized statistical metrics
Work with Risk Management to configure and calibrate risk systems
Apply quantitative methods to solve risk topics, such as estimating market liquidity and liquidation costs
Contribute to overall risk management team at BAM in risk analytics, processes, and reporting. This may involve ad-hoc risk analysis for portfolios that are not commodities-focused or investigation of impact of a commodities-focused portfolio to the overall risk of the firm
Contribute to Global Risk Committee’s understanding of risk drivers and considerations in related markets
Work with the technology team to automate, maintain, and enhance integration of research and reporting solutions into the existing infrastructure
Work with risk management to onboard new portfolios and products
Qualification
Required
10+ years of experience as a commodities quant, strategist, or quantitative risk officer, at a fund, investment bank, or physical energy trading firm
Expertise in US FTR, Gas and Power. In particular, strong experience in supporting FTR trading is required
Strong academic background (masters/doctorate) in quantitative fields such as math, physics, engineering, statistics, economics, or finance
Experience in valuing and modeling physical commodity assets and structured transactions, such as gas or oil storage, power tolls, transmission, etc
Experience with as many of the following commodities as possible: electricity, natural gas, crude oil, oil products, energy assets, agricultural commodities, structured transactions, shipping
Experience with seasonality in commodities risk models
Strong programming skills in Python and SQL. Must be familiar with numeric libraries such as pandas, numpy, etc
Strong problem-solving skills
Enjoy working in a collaborative environment and able to communicate complex ideas clearly
Preferred
Advanced Python knowledge including management of virtual environments, release process, or multi-processing
Experience developing Plotly Dash dashboards and other data visualization tools
Experience working at a hedge fund or other asset management firms with exposure to systematic futures strategies or portfolio construction
Experience with factor analysis, PCA, decomposition models for P&L and risk, machine learning
Company
Balyasny Asset Management L.P.
Balyasny Asset Management (BAM) is a diversified global investment firm founded in 2001 by Dmitry Balyasny, Scott Schroeder, and Taylor O'Malley.
1001-5000 employees
H1B Sponsorship
Balyasny Asset Management L.P. has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (107)
2024 (85)
2023 (39)
2022 (44)
2021 (28)
2020 (18)
Funding
Current Stage
Late StageLeadership Team
David Black
Managing Director Business Development
J
Jeremy Brunelli
Data Science & AI | Managing Director, Head of Geospatial & Alt Data Research
Recent News
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