What are the responsibilities and job description for the Engineer - Risk Analytics position at Balyasny Asset Management?
Description Summary
The Risk Technology team is looking for an exceptional senior engineer to help build out critical risk analytics infrastructure used across the firm. Involvement will be across the entire architecture with a focus on scalability, throughput as well as enabling risk managers new capabilities to access and research risk analytics.
The successful candidate will be familiar with complex systems processing large volumes of data to tight performance requirements and have experience of writing and designing efficient, scalable code. The senior engineer will need to be comfortable working in a fast-paced environment and be able to leverage their experience to build best-in-class solutions. This person will need to be a very strong communicator, able to multi-task, and build lasting technology that requires minimal support.
Required :
- 10 years development experience
- Familiarity with modelling and analytic results across a major asset class (e.g. equities, rates)
- Experience with MSCI Risk Metrics or similar risk analytics systems
- Self-starter who can work independently and be able to take a requirement from inception through to delivery
- Excellent communication skills with ability to collaborate on complex technical tasks with both technologists and Risk Managers
- Expert in C# and .NET 8
- Deep expertise in scalable, performant systems and associated design patterns
- Experience designing and supporting systems that process large volumes quickly and efficiently
- Track record of building high quality software that is verifiable via automated testing tools
- Good knowledge of T-SQL and relational database patterns
- Degree(s) in computer science, mathematics, engineering, or closely related field
Desirable :
