Senior Engineer, Technology - Macro Analytics

PECK SLIP, NY

$240,000–$300,000 Per Year

4 days ago

Job Description

Senior Engineer, Technology - Macro Analytics (New York, NY): Build, enhance, and support yield curve calibration framework. Design efficient approaches for calibrating yield curves across a wide range of currencies and markets. Develop and implement financial, statistical, and optimization models in Python and C++. Work with software engineering; quantitative development; financial technology; programming in Python and C++; developing pricing, risk, and analytics systems for interest rate derivatives, fixed income, and macro products; yield curve construction and calibration; large-scale market data and historical time series data; and, software design, algorithms, data structures, and performance-oriented systems. Reqs. Master's degr + 2 yr of exp. Salary Range: $240,000.00 - $300,000.00 per 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# EQ-004-10566406. No phone calls.

Numbers & Facts

Location	PECK SLIP, NY
Salary	$240,000–$300,000 Per Year

Skills

Algorithmsunmatched
Asset Managementunmatched
C++ Programming Languageunmatched
Calibrationunmatched
Constructionunmatched
Data Structuresunmatched
Fixed Income Investmentsunmatched
Foreign Exchange (FX)unmatched
Interest Ratesunmatched
Pricingunmatched
Python Programming/Scripting Languageunmatched
Risk Analysisunmatched
Software Designunmatched
Software Engineeringunmatched
Statistical Modelingunmatched

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