Quantitative Researcher - Quantitative Strategies (Summer Internship)
Balyasny Asset Management
Sponsorship status
Confirmed from the employer's current job posting or careers page.
Last verified: 21 September 2026
Ten-week quant research summer internship across Balyasny's systematic and risk teams in London for master's/PhD students; rolling hiring. Sourced 21 Sept 2026.
Full job description
This ten-week London summer internship places quantitative research interns in one of Balyasny's Systematic, Multi-Asset Arbitrage, Risk or Portfolio Construction teams, with alpha-capture and quant risk work also described. Depending on team, interns analyse text with NLP models to generate trading signals, build quant trading infrastructure, develop alphas with machine learning and language models, research equity factor models, or support risk frameworks. Applicants should be master's or PhD students graduating between winter 2027 and spring/summer 2028 in mathematics, statistics, computer science or a related quantitative field, with Python, strong probability and statistics, and prior independent research. Balyasny's internships FAQ states that it hires interns on a rolling basis, that it does sponsor work authorization for international intern candidates, and that internships cannot be done remotely. No closing date is shown on the posting.