Incoming MAA - Quantitative Developer - Singapore

{"description": " Balyasny Asset Management (BAM) is a global, multi-strategy investment Firm with over $30 billion in assets under management. We are a diversified business, with global breadth and depth. Our Firm has a clear mission: To consistently deliver uncorrelated returns in all market environments. Today, BAM employs more than 160 portfolio managers and 1,200 investment professionals across 19 offices in the U.S., Europe, the Middle East, and Asia. We are active across six investing strategies: Equities Long/Short, Equities Arbitrage, Macro, Commodities, Systematic, and Growth Equity. We also have a dedicated private investment team, BAM Elevate, and a standalone equities unit, Corbets Capital.

Job Description

We are seeking a Junior Quant Developer to join our Index Rebalancing Team . This role is ideal for a technically strong early-career candidate with experience in Python and an interest in systematic workflows, market structure, and trading-related data analysis.

The successful candidate will work closely with portfolio managers, researchers, and traders to build and enhance tools, analytics, and infrastructure that support index rebalancing and implementation workflows. The role will involve handling large datasets, improving automation, and supporting the team in identifying and executing rebalancing opportunities efficiently.

Responsibilities include, but are not limited to:

• Building and maintaining Python-based tools to support index rebalancing workflows and related trading processes
• Developing and improving data pipelines for index constituent changes, corporate actions, and market data
• Assisting with the automation of recurring processes related to portfolio implementation and rebalancing events
• Supporting the analysis of index methodology changes, additions/deletions, and expected trading impacts
• Partnering with portfolio managers and traders to improve execution readiness and operational efficiency
• Monitoring data quality and ensuring the accuracy of internal analytics and reports
• Conducting ad hoc quantitative analysis on rebalancing events, liquidity, and transaction cost considerations
• Contributing to the design and maintenance of scalable research and production code

Requirements

• Bachelor's degree or equivalent in Computer Science, Mathematics, Statistics, Engineering, Finance, or a related quantitative discipline from a reputable university
• 1-3 years of relevant experience in a quantitative development, trading, research, or data-focused role
• Strong proficiency in Python, including experience with data analysis libraries such as pandas and numpy
• Experience working with large datasets and building clean, reliable analytical workflows
• Strong problem-solving skills and attention to detail
• Ability to communicate clearly and work effectively in a fast-paced team environment
• Interest in equities, market structure, index products, and systematic trading workflows

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