Balyasny Asset Management
New York, New York
Lead, Multi Asset Arbitrage Valuation
Job details
- Location
- New York, New York
- Work type
- Onsite
- Compensation
- $150,000 - $200,000/yr
- Posted
- Apr 17, 2026
- Apply on
- bambusdev.my.site.com
About this role
We are seeking a Lead, Multi Asset Arbitrage Valuation to join BAM’s Valuations & PnL Control team, supporting the Multi-Asset Arbitrage business across equity arbitrage, equity volatility, and a wide range of credit strategies. This role will focus on daily valuation oversight, PnL review, price verification, and exception management across a diverse set of products.
This is a highly collaborative role that partners closely with Front Office, Risk, Quantitative, Operations, and Technology teams. The ideal candidate is analytical, detail-oriented, and comfortable working in a fast-paced, deadline-driven environment.
Responsibilities
- Review and validate daily, MTD, and YTD PnL prior to distribution to key stakeholders
- Perform daily price verification and manage valuation exceptions across supported strategies
- Investigate and resolve PnL breaks related to market data, trade economics, lifecycle events, booking, and valuation inputs
- Validate valuation inputs, including prices, curves, volatility surfaces, and spreads
- Escalate material issues appropriately and drive timely resolution across stakeholder groups
- Support adherence to firm valuation and PnL recognition policies
- Review, challenge, and continuously enhance valuation methodologies and control standards across products
- Support valuation governance for new product and instrument onboarding
- Partner with Technology to improve reporting, controls, automation, and transparency
- Contribute to process improvement initiatives, special projects, and team cross-coverage
Qualifications
- Experience in valuation control, product control, PnL control, market risk valuation, or a related function
- Understanding of valuation concepts and controls across multi-asset products
- Familiarity with PnL production and reporting processes
- Advanced Excel and a strong preference for Python and SQL proficiency
- Strong analytical, problem-solving, and root-cause investigation skills
- Ability to work accurately and efficiently in a time-sensitive environment
- Strong written and verbal communication skills
- Strong ownership, attention to detail, and sound judgment
- Collaborative mindset and ability to work effectively across teams
Preferred Qualifications
- Experience in a hedge fund, bank, or similar institutional environment
- Bachelor’s degree in finance, mathematics, engineering, science, or a related field
- Familiarity with pricing, valuation, market data, and risk platforms
- Experience with Geneva or Arcesium
- Experience using AI-enabled tools to improve workflow automation or analysis