# Quantitative Researcher - Quantitative Strategies (Summer Internship) [Balyasny Asset Management](https://www.jorb.ai/firms/balyasny-asset-management.md) · London · United Kingdom · [Hedge Fund & Quant](https://www.jorb.ai/jobs/hedge-fund-quant.md) Balyasny Asset Management is hiring a Quantitative Researcher - Quantitative Strategies (Summer Internship) in London. Posted 2026-08-14; applications close 2026-10-13. **Apply**: https://bambusdev.my.site.com/s/details?jobReq=Quantitative-Researcher---Quantitative-Strategies--Summer-Internship-_REQ8479 Posted 3d ago. ## Role details ## About BAM & QR Research At BAM, our Researchers collaborate across all asset classes, applying a wide range of quantitative practices, including risk management, big data analysis, AI, LLMs, and more. The models built by our QR team power our quantitative strategies and enhance our investment process. ## QR Intern As a QR Intern, you will participate in a hands-on 10-week program designed to take your research abilities to the next level. You will work on complex, real-world problems and make an impact by enhancing our investment and trading frameworks and strategies. The program includes mentorship and collaboration with senior team members, as well as opportunities to expand your network with the broader intern cohort. QR interns will be hired into the Systematic, Multi-Asset Arbitrage, Risk and Portfolio Construction teams. ## Research Internship Opportunities ### Systematic Research Interns analyze textual data using advanced NLP models to develop actionable trading signals. ### Multi-Asset Arbitrage Research Interns build, support, and integrate globally accessible quantitative trading infrastructure. They also interact with Portfolio Managers and Quant Researchers to build the toolkits needed for these efforts. ### Alpha Capture Research Interns develop alphas using LLM and machine learning methods to enhance trading strategies within a L/S Equity investment team. ### Quant Risk Management Interns work with Senior Researchers and Risk Managers to improve framework models and conduct research analysis of the investment process, providing insights related to portfolio construction and risk exposures. ### Portfolio Construction Research Interns conduct factor model research and build tools that are essential to the firm’s equity factor research and its use across the organization. ## Qualifications - Master’s or PhD student graduating between Winter 2027 and Spring/Summer 2028, pursuing a degree in Mathematics, Statistics, Computer Science, or a related quantitative field - Programming proficiency in Python - Strong knowledge of probability and statistics (including ML/NLP) - Experience working with large, complex datasets and building predictive models - Prior independent research experience in a data-driven environment - Familiarity with language models such as BERT, GPT, and XLNet, and NLP-related publications (plus) - Outstanding analytics skills and attention to detail - Ability to clearly communicate complex and technical subject matter - Pragmatic approach and a can-do attitude in solving real-world investment problems - Results-driven mindset, ability to work in an ambiguous environment, and willingness to collaborate in a team ## Applying to this role This Quantitative Researcher - Quantitative Strategies (Summer Internship) role at Balyasny Asset Management runs through the firm's own careers portal and expects a CV and cover letter written specifically for the posting, not a portable submission carried across firms. Jorb AI's application agent tailors a CV and cover letter from your background to this posting and tracks the role alongside the rest of your applications. [Tailor this application](https://www.jorb.ai/signup?ref=job-atom&firm=balyasny-asset-management&job=6a7f8343c721cfa57f0f2f43) ## More open roles at Balyasny Asset Management - [High Yield Credit Researcher/Analyst](https://www.jorb.ai/jobs/69f31d4192620aeacaa36a1a.md) – New York, posted 3mo ago - [Commodities Quantitative Analyst](https://www.jorb.ai/jobs/6a5e5543383d66819ec43af2.md) – New York, posted 28d ago - [Quantitative Trading Analyst - New York, Boston](https://www.jorb.ai/jobs/6981c1994d40a6a22835f128.md) – New York, posted 6mo ago - [Quantitative Researcher (Summer Internship)](https://www.jorb.ai/jobs/69c2673ec2275861d2791328.md) – Hong Kong, posted 4mo ago - [Quantitative Analyst – Macro Investment Team (Summer Internship)](https://www.jorb.ai/jobs/6a7f8343c721cfa57f0f2f35.md) – New York, posted 3d ago ## Other open Hedge Fund & Quant roles - [Quantitative Researcher – PhD Intern (Europe)](https://www.jorb.ai/jobs/6a197d66e098b223efbf6f46.md) at [Citadel](https://www.jorb.ai/firms/citadel.md) – London, posted 2mo ago - [Quantitative Researcher – PhD Intern (US)](https://www.jorb.ai/jobs/694ef16daa11ce41cf5114b4.md) at [Citadel](https://www.jorb.ai/firms/citadel.md) – New York, posted 7mo ago - [Quantitative Researcher - Internship - Summer 2027](https://www.jorb.ai/jobs/6a494586124419496308e993.md) at [InfiniteQuant](https://www.jorb.ai/firms/infinitequant.md) – New York, posted 1mo ago - [Trader/Analyst Intern (London) – Summer 2027](https://www.jorb.ai/jobs/6a1d8c785934adb8262c10c1.md) at [D. E. Shaw](https://www.jorb.ai/firms/d-e-shaw.md) – London, posted 2mo ago - [Quantitative Analyst Intern (New York) – Summer 2027](https://www.jorb.ai/jobs/6a1d8c785934adb8262c10c2.md) at [D. E. Shaw](https://www.jorb.ai/firms/d-e-shaw.md) – New York, posted 2mo ago --- Updated: 2026-08-18 Canonical: https://www.jorb.ai/jobs/6a7f8343c721cfa57f0f2f43