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Senior Engineer, Technology - Macro Analytics

Balyasny Asset Management, LP
  • New York, NY
  • $240,000–$300,000 Per Year
5 days ago

Job Description

Senior Engineer, Technology - Macro Analytics (New York, NY): Build fixed income libraries in production systems using C, C++, and Python. Utilize knowledge of linear interest rate derivative pricing, risk, and curve calibration. Assist in migrating C libraries into C++ libraries. Work with building fixed income libraries in production systems using C++ and Python; working with front office teams and supporting financial traders; and, linear interest rate derivative pricing/risk and curve calibration. Reqs. Master's degr + 3 yrs of exp. Salary Range: $240,000.00- $300,000.00/year. Email resume to

HRRecruiting@bamfunds.com

or mail resume to Hannah Ogren, Balyasny Asset Management, LP, 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# AL41BAMNY. No phone calls. 

 

Numbers & Facts

LocationNew York, NY
Salary$240,000–$300,000 Per Year

Skills

  • Asset Managementunmatched
  • C Programming Languageunmatched
  • C Programming Librariesunmatched
  • C++ Programming Languageunmatched
  • Calibrationunmatched
  • Derivativesunmatched
  • Fixed Income Investmentsunmatched
  • Interest Ratesunmatched
  • Pricingunmatched
  • Production Systemsunmatched
  • Python Programming/Scripting Languageunmatched
  • Riskunmatched
  • Team Playerunmatched

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