Aghiles M. is a quantitative researcher at Balyasny Asset Management L.P., specializing in systematic equities alpha research and statistical arbitrage with a focus on machine learning since July 2020. Previous experience includes a research analyst intern role at Cubist Systematic Strategies, where Aghiles M. worked on alpha signals blending and portfolio optimization, and a markets summer analyst position at Citi, involving quantitative investment strategies and credit trading. Prior experience also encompasses a fixed income quantitative analyst internship at Societe Generale Corporate and Investment Banking, focusing on automated stress test tools and correlation calibration. Aghiles M. holds a Master of Finance from Princeton University and multiple degrees in applied mathematics, economics, and physics from prestigious institutions such as CentraleSupélec and Université Paris Dauphine.
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