Senior Commodities Risk Technology Software Engineer
4 tygodni temu
Role Overview
The Commodities Risk Technology team at Balyasny Asset Management L.P. is responsible for building large-scale, cloud-native distributed systems to support risk modeling, risk calculation, risk market data processing, risk reporting, risk guidelines monitoring, and risk research for Commodities Risk Management front office teams.
The team's major clients include Risk Managers, Portfolio Managers, and Senior Firm Management. The team is engaged in a multi-year effort to build next-generation commodities risk analytics systems, support business expansion through modeling of new asset classes, and contribute to the overall growth of the firm with a specific focus on its commodities business.
The Commodities Risk Technology team is seeking a strong Software Engineer to design and develop technology solutions for our clients. The solutions include commodities market modeling, risk analytics, risk/P&L calculation, VaR/Stress calculation, market data processing, large-scale data management, report automation, data-driven investigations, etc.
The engineer will work directly with clients to gather requirements and build technology to expand financial product and market coverage as well as automate and continuously improve our risk management processes.
Key Responsibilities
- Design and develop large-scale, cloud-native distributed systems to support risk modeling and risk calculation.
- Collaborate with clients to gather requirements and build technology solutions to expand financial product and market coverage.
- Automate and continuously improve risk management processes.
- Work with the team to build next-generation commodities risk analytics systems.
Requirements
- 8+ years of software development experience working on very large-scale, high-performance, horizontally scalable, big data, distributed computing systems, preferably in the financial services industry.
- Deep expertise in server-side Python, object-oriented programming, scalable design, data structure, concurrency, algorithm, performance tuning, and distributed systems architecture.
- Experience with Pandas and Numpy.
- Self-starter who can work independently as well as within a team and deliver high-quality software from inception through production release.
Good to Have
- Expertise in technologies such as Kafka, Redis, Mongo DB, MS SQL, etc., hosted on AWS.
- Expertise in data analysis using SQL, Pandas, REST API, etc.
- Experience with Kubernetes and AWS infrastructure is desirable.
- Familiarity with data analysis using Excel is desirable.
- Experience working on a firm-wide risk system for commodities, rates, fixed income, or credit is a plus.
- Knowledge of commodities market, financial derivatives, pricing/valuation, and risk analytics is a plus.
- Experience using Dev/Ops tools, such as JIRA/Git/Team City/Octopus Deploy, in an Agile environment is desirable.
- Experience with commodities pricing in Beacon Platform, Bloomberg commodities market data, and Morning Star commodities market data is a plus.
- Expertise in an object-oriented programming language such as C#, Java, or C++ is a plus.
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