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++. Create and maintain pricing and risk analytics for interest rate derivatives and related macro products. Build and manage historical time-series datasets for research, trading, and alpha generation. Source historical market data, construct curves and analytics, and store data efficiently for large-scale use. Design and improve multi-threaded, high-volume trade flow processing systems. Develop capabilities to generate and maintain real-time investment portfolios from large volumes of trading data. Build dashboard tools and user interfaces that provide transparent access to curves, portfolios, key pricing, and risk metrics. Research new interest rate derivatives and markets and develop models to support expanded product coverage. Partner directly with portfolio managers and traders to understand business needs and deliver solutions in a fast-paced environment. Serve as a senior resource for analytics-related support and contribute to the continued evolution of BAMs strategic macro rates platform. Collaborate with global teams using modern technologies across Python, C++, databases, and cloud-based infrastructure. 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. Requirements: Masters degree in Computer Science, Computational Finance, Electronic Engineering, or a related field of study, plus two (2) years of experience 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. 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# EQ-004-10566406. No phone calls.