Northstar Meetings Group
Associate, Systematic and Event Driven Risk Associate, Systematic and Event Driv
Northstar Meetings Group, Chicago, Illinois, United States, 60290
Associate, Systematic and Event Driven Risk
Balyasny Asset Management, LP New York, NY NEW Full Time Associate, Systematic and Event Driven Risk (New York, NY):
Monitor risk levels in Equity Arbitrage, Credit, and Systematic portfolios against guidelines and present accurate and exhaustive views of portfolio exposures. Perform PnL attribution and track profitability across various strategies in various business lines. Proactively engage with Portfolio Managers (PMs) to avoid and resolve any possible risk guideline overages against pre-defined guidelines. Work with: Financial mathematics Econometrics Cross-sectional regression Statistics Optimization Linear algebra Machine learning Data visualization Fixed Income FX Equity Credit Derivatives modeling Python (including numpy, pandas, scipy, sklearn, streamlit, plotly, and matplotlib) SQL Bloomberg Snowflake Risk management Quantitative finance (including portfolio construction and risk analytics) Global markets Asset classes (including equities, derivatives (equity and credit), credit, and FX) Requirements:
Master's + 2 yrs or Bachelor's degree + 5 yrs exp. Salary Range: $230,000.00 - $230,000.00 per year. 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 Ref# AL30BAMNY. No phone calls.
#J-18808-Ljbffr
Balyasny Asset Management, LP New York, NY NEW Full Time Associate, Systematic and Event Driven Risk (New York, NY):
Monitor risk levels in Equity Arbitrage, Credit, and Systematic portfolios against guidelines and present accurate and exhaustive views of portfolio exposures. Perform PnL attribution and track profitability across various strategies in various business lines. Proactively engage with Portfolio Managers (PMs) to avoid and resolve any possible risk guideline overages against pre-defined guidelines. Work with: Financial mathematics Econometrics Cross-sectional regression Statistics Optimization Linear algebra Machine learning Data visualization Fixed Income FX Equity Credit Derivatives modeling Python (including numpy, pandas, scipy, sklearn, streamlit, plotly, and matplotlib) SQL Bloomberg Snowflake Risk management Quantitative finance (including portfolio construction and risk analytics) Global markets Asset classes (including equities, derivatives (equity and credit), credit, and FX) Requirements:
Master's + 2 yrs or Bachelor's degree + 5 yrs exp. Salary Range: $230,000.00 - $230,000.00 per year. 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 Ref# AL30BAMNY. No phone calls.
#J-18808-Ljbffr