Description du poste
Role Overview Balyasny Asset Management (BAM) is seeking an experienced Senior Quantitative Researcher to join our Multi-Asset Arbitrage (MAA) team in Switzerland. In this role, you will partner closely with Portfolio Managers and quantitative researchers to design, model, and deploy systematic and quantitative relative-value trading strategies across European equities and derivative markets. You will contribute across the full quantitative lifecycle—from alpha research, signal extraction, and catalyst modeling to backtesting, portfolio construction, and execution analytics. The ideal candidate brings strong mathematical rigor, solid software engineering capabilities, and deep intuition for equity market structure, corporate events, and relative-value dynamics across cash and synthetic instruments. Key Responsibilities Alpha Research & Strategy Modeling: - Research, model, and backtest quantitative trading strategies across European large-cap equities and related liquid derivatives. - Develop predictive signals and quantitative models capturing relative-value dislocations, structural flows, and pricing anomalies across single-stock and index products. - Formulate quantitative frameworks to model medium-horizon catalysts around capital structure changes, special situations, corporate actions, and fundamental growth metrics. Portfolio Construction & Trade Structuring: - Design and implement systematic long/short trading strategies, optimizing trade structuring across cash and derivative instruments. - Enhance risk models, portfolio optimization frameworks, and factor attribution tools to maximize risk-adjusted performance and capital efficiency. Data & Research Infrastructure: - Research, clean, and integrate complex fundamental, market, and non-traditional datasets into the research pipeline. - Build and maintain scalable quantitative pricing, simulation, and predictive analytics tools to support portfolio decision-making. Platform & Collaboration: - Work closely wit