Summary
Michael Beven is a quantitative researcher based in New York with a decade of experience specializing in equity and index derivatives, volatility, and event-driven strategies across automated and discretionary trading. He has progressed from market-making and signal research roles (VOLANT Trading) to trading and portfolio management of complex options and exotics, then to building automated and semi-systematic options infrastructure before joining Balyasny Asset Management. His background blends advanced financial mathematics (University of Chicago) and actuarial training with hands-on implementation of trading systems and volatility products like VIX, NDX, and RUT. Comfortable both in high-frequency market-making environments and longer-horizon special-situation trades, he brings a pragmatic research-to-execution mindset that tightens model insights into tradable signals. An often-overlooked strength is his actuarial-rooted risk discipline, which informs position sizing and hedging in volatile event-driven contexts.
10 years of coding experience
3 years of employment as a software developer
Australian National University
Exchange Abroad, Exchange Abroad at Seoul National University
Master's degree, Financial Mathematics, Master's degree, Financial Mathematics at University of Chicago
UNSW Sydney
German, Korean