Senior Analyst
Senior Analyst (New York, NY): Generate P&L by actively managing and trading 6-7 equity volatility books, including structuring and executing equity derivatives trades, monitoring positions and exposures intraday, and adjusting risk dynamically as markets move. Hedge the Portfolio Manager's book, including day-to-day and intraday delta hedging and related risk adjustments to maintain target exposures and risk limits. Own the team's production pricing and risk platform used to value and risk-manage equity derivatives positions in real time. Work with C++, Python, and SQL to write software, process data, perform calculations, and generate reports; taking ownership of and refining existing libraries; and, developing new analytics in response to client demands and market dynamics. Reqs. Bach's degr + 3 yr of exp. Salary Range: $200,000.00 - $520,000.00 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# MP10274177NY. No phone calls.
Required skills
- P & L Management
- Portfolio Management
- Derivatives / Swaps
- C++
- Python
- SQL