Senior Engineer, Technology - Macro Analytics

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 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.