Deliver solutions to risk management and risk research teams. Responsible for factor modeling, risk/P&L attribution, risk decomposition, market data processing, limits monitoring, large-scale data management, data visualization and display, report automation, and API design and development.
Collaborate with quantitative researchers and risk managers to gather requirements and develop solutions aimed at improving risk management and risk research business processes. Work with software development in the financial services industry; Python; large-scale data and database management; building systems related to equity factor models, equity risk research, risk analytics, P&L attribution, quantitative research, and stress testing; and, software architecture, including building end-to-end solutions.
Requirements:
Master's degree + 3 years of experience
Required skills: Python, Software Testing, Factor Modeling, Quantitative Research, Large Scale Data Analysis, Data Management, Database Management Systems
Application Instructions:
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 Reference # MP9429788NY. No phone calls.
JOBS.NOW Note: To tap into these hidden job opportunities, it's crucial to adhere strictly to the application process outlined in each job ad. At JOBS.NOW, we ensure that every listing includes detailed employer instructions. Follow them precisely to be considered for these unique positions!
The Log Application button simply allows you to log the application for your records - JOBS.NOW does not submit any applications to employers directly. Remember to still apply through the method indicated in the job ad (mail, email, or via link).
Please note that JOBS.NOW is an independent website and does not post this listings on behalf of any employers nor do we receive any compensation for these listings. All listings are sourced via media or internet channels required by the PERM process.
