Senior Engineer, Technology - Macro Analytics

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 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.