Quantitative Researcher, Portfolio Finance

Quantitative Researcher, Portfolio Finance The Quantitative Researcher will work at the intersection of Balyasny’s Portfolio Finance and Delta One activity, with responsibility across portfolio optimization, excess cash deployment, financing analytics, and tool development.The successful candidate will play an important role in advancing the team’s capabilities in:Financing optimizationCarry and financing attributionBalance sheet and working capital analysisTrading P&L and risk reportingFinancing market monitoringKey ResponsibilitiesBuild and enhance tools and reporting frameworks to support portfolio optimizationDevelop and refine methodologies for carry attributionAnalyze and report on balance sheet usage, margin utilization and capital efficiency.Support portfolio optimization and EFP trade generation effortsMonitor financing markets, counterparty terms, and market structurePartner closely with Delta One, Trading, Operations, Treasury TechnologyContribute to broader Treasury initiativesQualifications and Experience2 or more years of experience in a quantitative, analytical, or technical role within Portfolio/Equity finance, Delta One, or TreasuryStrong programming and data skills, particularly in Python and SQL, with experience building analytical tools, reports, or data workflows.Solid understanding of one or more of the following areas:Knowledge of equity financeKnowledge of Delta One productsExperience with financing and margin mechanics, balance sheet usage, and working capital optimizationExperience with P&L and risk attributionStrong sense of ownership and an entrepreneurial, solutions-oriented approachExcellent communication skills, with the ability to work effectively across teamsProven ability to build productive internal and external relationships.Preferred QualificationsExperience using AI-enabled development or productivity tools in a practical business environment.Computing or Mathematical academics preferred