David Islip

Quantitative Researcher, Macro Risk
Balyasny Asset Management
New York, NY

Ph.D., Industrial Engineering (Operations Research)
University of Toronto

Interests: Quantitative Risk Modeling,
Mathematical Optimization, and
Machine Learning for Financial Applications

About

I am a quantitative researcher on the Macro Risk team at Balyasny Asset Management. My work is in financial optimization — exploiting the structure of particular optimization problem classes, and pairing them with machine-learning methods suited to the problem at hand.

I completed my Ph.D. in the Department of Mechanical and Industrial Engineering at the University of Toronto, specializing in Operations Research for Financial Applications under the supervision of Professor Roy H. Kwon.

I have been fortunate to collaborate with industry professionals throughout my graduate studies. From 2018 to 2021, I worked as a Quant at Canada Guaranty Mortgage Insurance Company. In the summer of 2022, I joined the Macro Risk team at Balyasny Asset Management as a Ph.D. intern, and after completing my doctorate, I returned to the team full time. In the final stage of my Ph.D., I also worked with Tao Solutions (September 2024), where I developed a large-scale optimization solver.