Quantitative Researcher - Risk (Summer Internship)

Full job description

This is a ten-week summer internship in Balyasny's London Risk quantitative research group, where researchers work with portfolio managers, other quants and technologists on portfolio exposures, risk frameworks and portfolio construction. Interns work alongside senior researchers and risk managers on real problems, using Python for exploratory analysis, modelling, visualisation and reporting, improving risk models, and working with large complex datasets to communicate findings. The role suits master's students graduating between winter 2027 and spring/summer 2028 in mathematics, statistics, computer science, financial engineering, econometrics, operations research or a related field, with strong Python, probability and statistics. 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.