Quant Researcher, Commodities
balyasny asset managementNew York, NY
Quant Researcher, Commodities
balyasny asset managementNew York, NYSenior L5
Portfolio Management and Investment AdviceMiscellaneous Financial Investment ActivitiesOther Scientific and Technical Consulting Services
APPLY NOW (opens in a new tab)Location: London, Houston, New York
Department: Technology
Experience Level: Experience Professionals
Contact: Paul Krug
Job ID: REQ8180Description Summary
Balyasny Asset Management is seeking a Quantitative Researcher to join our Commodities team. This front-office role will focus on developing quantitative models, and analytical frameworks, to support our Commodities business including physical commodity transport, storage, and logistics business. The successful candidate will partner with engineers working closely with portfolio managers, traders, and analysts to further develop a best-in-class platform. This role is ideal for someone who combines strong quantitative and programming skills with a deep interest in application of these to real-world commodity markets, risk and investment decisions.
Key Responsibilities:
Develop models and analytical frameworks for new and existing products.
Build tools for scenario analysis, forecasting, optimization, and valuation.
Translate market structure, infrastructure constraints, and operational realities into rigorous quantitative research.
Work directly with portfolio managers, traders, and fundamental analysts to generate differentiated market insights and actionable trade ideas.
Contribute to the research architecture and analytics platform used by the investment team.
Qualifications & Requirements:
- EducationPhD, MSc, or BSc in a highly quantitative discipline such as mathematics, physics, computer science, engineering, statistics, economics, or operations research. Technical
- SkillsStrong C++ skills, with experience building high-performance analytical libraries and models.
- Strong Python skills for research, prototyping, data analysis, and workflow orchestration.
- At least 5 years of experience in a quantitative research, commodities, logistics, or applied modeling environment.
- Experience designing and integrating models into front office risk platforms and pricing tools. Quantitative / Research
- SkillsStrong grounding in probability, statistics, linear algebra, optimization, and numerical methods.
- Experience with quantitative approaches such as:time series analysisforecastingsimulationoptimization under constraintsnetwork and flow modelsstochastic modeling
- Ability to formulate ambiguous market questions into testable hypotheses and practical research outputs. Market / Domain Knowledge
- Experience in, or strong interest in learning about, physical commodity markets, with emphasis on energy markets.
- Familiarity with areas such as:inventory and storage economicsfreight markets and transport constraintspipeline, terminal, warehouse, vessel, rail, and truck logisticsregional dislocations and infrastructure bottlenecksphysical optionality embedded in commodity systems
- Exposure to oil, gas, power, refined products, metals, or agricultural commodities is a plus. Preferred
- ExperiencePrior experience in a front-office quantitative, trading, or investment-oriented roles.
- Experience building models used directly in risk platforms, trade evaluation, or idea generation.
- Familiarity with SQL/NoSQL databases, distributed data workflows, or DAG-based systems.
- Knowledge of machine learning techniques where relevant to forecasting or classification is a plus. Personal Attributes
- Strong commercial instincts and interest in applying quantitative research to investment decisions.
- Ability to work independently and as part of a team.
- Intellectually curious, highly analytical, and motivated by complex market problems.
- Comfortable working directly with investors and operating in a fast-paced front-office environment.
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Posted
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