Senior Engineer, Technology - Macro Analytics

New York, NY, US • Posted 2 days ago • Updated 7 hours ago
Full Time
On-site
USD $240,000.00 - 300,000.00 per year
Fitment

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Job Details

Skills

  • Macros
  • Analytics
  • Migration
  • C
  • Fixed Income
  • C++
  • Python
  • Front Office
  • Finance
  • Interest Rate Derivative
  • Pricing
  • Asset Management
  • Linear Programming

Summary

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 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.

JobiqoTJN. , Location: New York, NY - 10060
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  • Dice Id: pandfeed
  • Position Id: 604604661
  • Posted 2 days ago
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