Macro Associate

8 hours ago


Singapore BALYASNY ASSET MANAGEMENT (SINGAPORE) PTE. LTD. Full time

***

The Macro Associate / Senior Associate will report to a Macro Portfolio Manager as part of a team investing across equity indices, Equity and FX Volatility and Correlation with a Macro and Relative Value approach spanning Asian, European and US markets.

**ROLE OVERVIEW**:
Responsibilities include, but are not limited to:

- Analyst working alongside Portfolio Manager whose strategy focuses primarily on Equity and FX Volatility and Correlation with a Macro and Relative Value approach spanning Asian, European and US markets
- Help manage front to back trade execution to confirmation of risk in the portfolio
- Executing trades on the Portfolio Manager’s behalf
- Conducting in depth analysis on volatility arbitrage, dispersion, correlation and global macro strategies
- Managing and expanding relationships with counterparties across all jurisdictions
- Rebalancing the portfolio periodically
- Expense management (trading cost analysis, brokerage costs, technology, etc.)
- Ad hoc analytical projects involving Excel, VBA, SQL, Python

**REQUIREMENTS**
- In depth understanding of volatility products and strategies across multiple asset classes
- A Degree in Quantitative Finance, Financial Engineering, Mathematics, Economics, Finance or similar
- Minimum 2 years of experience at a buy-side and/or sell-side financial firm in trading Equity and/or FX derivatives products
- Strong analytical and modelling skills
- Strong passion for the global markets
- Knowledge of at least one of the following programming languages: R, SQL, C++, Matlab, Python. Python is preferable. Proven ability to build Macro tools


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