Senior Engineer, Technology Macro Analytics

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 the trading desk, quantitative analysts and researchers, and IT to support existing and model new interest rate curves across emerging markets and developed markets. Respond to portfolio managers questions around live and historical rate curves and derived analytics. Enhance existing rate curves, fitting algorithms written in C++ into a legacy analytics library. Support the buildout of a new modern C++ based analytics library in the area of swaps and bonds. Transition existing tools and build new risk and P&L explanation tools using the new analytics library. 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. Requirements: Masters degree in Computer Science, Computational Finance, or a related field of study, plus three (3) years of experience 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. 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.