Jason Dong

Jason (Yanjie) Dong is a Quantitative Risk Researcher at Balyasny Asset Management L.P. since May 2023, specializing in systematic equity, event-driven, credit, and convert arbitrage strategies. Prior experience includes roles as a Quantitative Associate at Polar Asset Management Partners Inc. focusing on event-driven systematic strategies and quantamental research, and as a Front Office Trading Consultant at Murex for fixed income trading. Jason also served as a Senior Quantitative Analyst at Aon, where responsibilities included interest rate curve construction and the application of reinforcement learning in dynamic hedging. Earlier experience includes an internship with Ontario Teachers' Pension Plan in strategy and risk, an Economics Research Assistant role at the University of Toronto, and a Financial Services Internship at EY. Academic qualifications include a Master's degree in Mathematical Finance and a specialist degree in Math Applications in Finance and Economics, both from the University of Toronto.