Engineer - Commodities Quant Development

Balyasny Asset Management (BAM) is a global, multi-strategy investment Firm with over $21 billion in assets under management. We are a diversified business, with global breadth and depth. Our Firm has a clear mission: To consistently deliver uncorrelated returns in all market environments. Today, BAM employs more than 160 portfolio managers and 1,200 investment professionals across 19 offices in the U.S., Europe, the Middle East, and Asia. We are active across six investing strategies: Equities Long/Short, Equities Arbitrage, Macro, Commodities, Systematic, and Growth Equity. We also have a dedicated private investment team, BAM Elevate, and a standalone equities unit, Corbets Capital.

ROLE OVERVIEW:

Balyasny Asset Management is seeking an experienced Quantitative Developer to support commodity trading by building as supporting custom models, tools and analytics for Portfolio Managers and traders. This person will need to be a very strong communicator, able to multi-task and have the ability to excel in a fast paced trading environment.

In the role of Quantitative Developer – Commodities, the employee will be responsible for the following:

• Build and maintain custom tools and analytics to support commodity trading
• Perform day to day operation and monitoring of proprietary commodity trading systems
• Collaborate with technology teams at BAM to build interfaces with other systems
• Provide support for the platforms and escalate issues appropriately to other teams
• Develop written documentation of infrastructure including processes and procedures
• Perform with minimum supervision, exercising sound judgment
• Help identify and automate manual processes

QUALIFICATIONS & REQUIREMENTS:

• 3+ years hands on development experience working directly with PM’s and traders preferred
• Strong knowledge of Python including scientific libraries (pandas, numpy, scipy, etc)
• Experience with a least two languages other than Python
• Experience with modern software development practice
• Familiarity with commodities and trading
• Analytical skills – Ability to troubleshoot and logically assess problems and determine solutions
• Documentation skills – ability to represent ideas, requirements, and problems in clear and concise documents
• Degree in Computer Science, Engineering or other related fields

NICE TO HAVE:

• Basic knowledge of statistics
• Experience with financial modeling and pricing
• Experience acquiring, analyzing, and organizing time-series, financial data, and fundamental data