Engineer, Commodities Risk Technology

Role overview

The Commodities Risk Technology team builds large scale Clous-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 across Balyasny. The team's major clients include the 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 specific focus on its commodities business. The Commodities Risk Technology team is looking for a strong Software Engineer to design and develop technology solutions for our clients. The solutions include, but are not limited to, 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. The engineer will need to be comfortable working in a fast paced and dynamic environment with multiple concurrent time-sensitive business priorities, be an effective communicator and a strong collaborator, have a strong ownership mentality with curiosity to learn new business and technology, and be self-driven.QualificationRequired Skills8+ years software development experience in financial services industry collaborating with quantitative modelers/researchers and data teams, preferably in asset management or investment bank.Experience working on very large scale, high performance, horizontally scalable, big data, distributed computing systems, solving computationally challenging problems such as market risk, counterparty risk, simulations, regulatory stress etc.Deep Expertise in server-side Python, object-oriented programming, scalable design, data structure, concurrency, algorithm, performance tuning and distributed systems architecture.Expertise in technologies such as, Kafka, Redis, Mongo DB, MS SQL etc., preferably hosted on AWSExpertise in data analysis using SQL, Pandas, REST API etc.Expertise in AWS technologies such as RedShift, EC2, S3 etc. is desirable

Experience with Kubernetes and AWS infrastructure is desirable

Self-starter who can work independently as well as within a team and be able to deliver high quality software from inception through production release that is convenient to use and easy to support

Bachelor's or advanced degrees in computer science, engineering, or technology related field required

Good to Have SkillsExperience working on a firmwide 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 with commodities pricing in Beacon Platform is a plus

Familiarity with Bloomberg and Morning Star commodities market data is a plus

Experience using Dev/Ops tools, such as, JIRA / Git / Team City / Octopus Deploy, in Agile environment is desirable

Familiarity with data analysis using Excel is desirable

Expertise in an object-oriented programming language such as C#, Java or C++ is a plus