Volatility Rates Quantitative Researcher - Balyasny Asset Management : Job Details

The Macro Technology Team is seeking a Volatility Rates Quantitative Researcher.The ideal candidate will:Build and maintain pricing models for range of products traded in macro businessDesign and implement processes for live calculation of P&L and risk used by portfolio managersSupport portfolio managers and analysts in building out bespoke tools using in-house analyticsDesign and implement macro data series for use in analysis and back-testingLearn about pricing, risk and calibration for various macro productsQUALIFICATIONS & REQUIREMENTSMasters' Degree or higher in a quantitative field. Degree courses in computer science, finance, mathematics, econometrics or other quantitative discipline preferredExpert C++ programmer: we use C++17 and would like to move to C++20. Coupled with the ability to produce well-engineered code.Programming experience in Python in the context of data analysis, with the ability to test ideas and develop infrastructure for further researchUnderstanding and exposure to interest rates swaps, fixed income futures, interest rate options and foreign exchange. Experience in local and/or stochastic vol models implementationKnowledge of statistics, including time series analysis and regressionsStrong organization skills with the ability to present results clearly and iterate with PMs accordinglyThe ideal candidate will be someone who demonstrates:Strong desire to work collaboratively with the teamHigh standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agenciesProblem solving skills and ability to identify and implement appropriate solutionsAbility to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadlineStrong written and verbal communication skillsOutstanding attention to detail and strong organization skills