Quantitative Developer - Systematic Strategies (Summer Internship)
Balyasny Asset Management·New York·United States·Backend
Balyasny Asset Management is hiring a Quantitative Developer - Systematic Strategies (Summer Internship) in New York. Posted 2026-09-23; applications close 2026-11-22 (in 57 days).
Role details
Quantitative Developer Intern
Balyasny Asset Management is seeking exceptional Quantitative Developer Interns to join our Systematic Business.
Our investment process relies on robust, efficiently designed software to support research, investment decision-making, and trading. You will have the opportunity to contribute to meaningful projects at the intersection of quantitative finance and technology. Potential workstreams may include systems design, data-processing, optimization, machine learning, analytics, and research infrastructure. This is a chance to gain hands-on experience solving cutting-edge quantitative engineering challenges at a leading multi-strategy investment firm.
Responsibilities
- Design and build scalable software components that support systematic investment workflows.
- Develop and improve data-processing, analytics, optimization, and machine-learning tools used by the Systematic Business.
- Work with Kubernetes-based deployments and contribute to more efficient, reliable development and production processes.
- Enhance real-time monitoring, alerting, and metrics to improve visibility into data pipelines and system health.
- Collaborate with quantitative researchers, quantitative developers, and business stakeholders to translate investment and operational requirements into practical technical solutions.
- Communicate progress, technical decisions, and results clearly to team members and stakeholders.
Qualifications & Requirements
- Currently enrolled Bachelor’s or Master's student graduating between Winter 2027 and Spring/Summer 2028, pursuing a degree in Computer Science, Software Engineering, Computer Engineering, or a related STEM discipline, with strong programming experience.
- Strong proficiency in Python and/or C++; experience writing clean, efficient, and maintainable code is preferred.
- Interest in quantitative finance, systematic investing, market-data systems, or research and trading infrastructure.
- Familiarity with data engineering, distributed systems, cloud computing, Kubernetes, optimization, or machine learning is a plus.
- Self-starter with a results-oriented mindset, strong intellectual curiosity, and a desire to learn quickly.
- Excellent attention to detail, problem-solving ability, and communication skills.
Compensation Note: With respect to NY, CA, and IL based applicants, the starting base pay range for this role is between USD 20,000 and USD 20,000 monthly. The actual base pay is dependent upon several factors, including, but not limited to, relevant experience, business needs, and market demands. This role may also be eligible for bonus compensation and employee benefits.
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Applying to this role
This Quantitative Developer - Systematic 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.
Jorb AI tracks details for Quantitative Developer - Systematic Strategies (Summer Internship) at Balyasny Asset Management. Postings refresh hourly from primary careers pages. Job details mirror the firm's posting; the apply link goes directly to the source. Last refreshed 2026-09-26.
