Software Development Engineer

Balyasny Asset Management
Chicago, USA
Oct 01, 2020
Oct 31, 2020
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Software Engineer - Credit/Event Risk Chicago/en-US/External/job/Chicago/Financial-Engineer_REQ1601/apply
The Job Details are as follows:

Role overview

A software engineer in the Risk Technology team is responsible for delivering solutions to our Risk Management, Risk Research, and Portfolio Management teams. The solutions include, but are not limited to: factor modeling, risk/P&L attribution, VaR calculation, risk decomposition, market data processing, limits monitoring, large scale data management, data display and visualization, report automation, and API design and development. The engineer will work directly with clients to gather requirements and build technology to automate and continuously improve our risk management processes. The engineer will need to be comfortable working in a fast paced environment, be a strong communicator, and have a strong ownership mentality.

  • 10+ years software development experience in financial services industry, preferably in asset management
  • Prior experience developing risk systems for any or all of the following asset classes: corporate bonds, high yield bonds, muni bonds, credit default swaps (CDS), equity indexes/ETFs
  • Expertise in an object oriented programming languages such C# (preferred), C++, or Java
  • Expertise in a statistical analysis languages such as Python (preferred), R, or Matlab
  • Experience implementing financial engineering methodologies used in risk calculation and measurement
  • Large scale data and database experience
  • Self-starter who can work independently and be able to drive a project from inception through delivery
  • Bachelors or advanced degrees in computer science, mathematics, engineering, or closely related field required
  • Advanced degree in financial engineering or related field, a plus
  • CFA or similar certification, a plus
Posted YesterdayFull timeREQ1601
Balyasny Asset Management L.P. (BAM) is a global institutional investment firm. We strive to deliver consistent, uncorrelated, absolute returns in all market environments by fostering a culture of research, innovation, and collaboration.

BAM exists at the intersection of finance and technology, combining the deep industry knowledge of leading portfolio managers and financial analysts with software engineers and quantitative researchers. We leverage the collective expertise of our teams to seek out new investment opportunities, analyze market conditions, minimize risk, and provide superior service to our investment partners.

With 500+ people in offices around the world, we embrace a culture that welcomes the free flow of ideas, promotes career development, and supports the health and wellbeing of our people through world-class benefits.

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