Balyasny Asset Management, LP

Senior Engineer, Technology - Macro Analytics

PECK SLIP, NY, US • Posted 7 hours 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

  • Finance
  • Optimization
  • Software Engineering
  • Financial Technology
  • Python
  • C++
  • Pricing
  • Analytics
  • Interest Rate Derivative
  • Fixed Income
  • Macros
  • Market Analysis
  • Time Series
  • Software Design
  • Algorithms
  • Data Structure
  • Asset Management
  • Linear Programming

Summary

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 or mail resume to Hannah Ogren, Balyasny Asset Management, LP, 444 West Lake Street, 50th Floor, Chicago, IL

60606. Must Ref# EQ-6.

No phone calls.

JobiqoTJN. , Location: PECK SLIP, NY - 10060
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
  • Dice Id: pandfeed
  • Position Id: 604705787
  • Posted 7 hours ago
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