
Balyasny Asset Management, LP
New York, New York
•
Today
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 calibr
Full-time
USD 240,000.00 - 300,000.00 per year









