Fixed Income & Macro Risk Strategist

Join to apply for the Fixed Income & Macro Risk Strategist role at Balyasny Asset Management L.P.

Join to apply for the Fixed Income & Macro Risk Strategist role at Balyasny Asset Management L.P.

Get AI-powered advice on this job and more exclusive features.

The Fixed Income & Macro Risk Strategist will report to the Co-Head of Fixed Income & Macro Risk (US) and will work collaboratively with a team of expert risk professionals, quants, and portfolio managers to both risk-manage and grow the business.

The Fixed Income & Macro Risk Strategist will be responsible for the following:

· Working closely with select fixed income & macro portfolio managers and their teams to understand and analyze their portfolio and risk

· Developing, maintaining, and leveraging models for option pricing in order to better quantify unique portfolio risks.

· Calibrating and managing a set of risk guidelines for multiple portfolio teams.

· Working with portfolio managers on discrepancies in measured risk or addressing risk that falls outside of policy guidelines.

· Performing detailed trade-level risk analysis for both new and existing positions. Strategies and asset classes include rates, foreign exchange, and equities with a focus on options modeling.

· Performing top-down risk assessments including analyzing traditional risk exposures, stress scenarios, and value-at-risk (VaR).

· Maintaining a detailed view of the current risk environment, risk events and how they could impact positions.

· Calibrating and modeling risk event scenario outcomes.

· Performing detailed assessment of P&L explained.

· Creating risk measures, analyses and reports used by team members and members of portfolio teams.

· Innovative research relating to the firm’s risk policy, risk allocation and portfolio guidelines.

To be considered a good fit, you must have:

· Extensive experience in trading, sales, quant, structuring or market risk role at either a sell-side or buy-side firm. Hedge fund experience is a bonus.

· Expertise in interest rates derivatives and options, addition of foreign exchange or equity options a plus.

· Strong programming ability in Python or computer science background with ability to learn Python.

· Strong academic background with a degree in a STEM discipline. Advanced degree preferred.

· Ability to collaborate and work across global offices and teams.

With respect to NY, CA, and IL based applicants, the starting base pay range for this role is between $150000 and $250000 annually. The actual base pay is dependent upon several factors, including, but not limited to, relevant experience, business needs and market demands. This role may also be eligible for bonus compensation and employee benefits.

Seniority level

• Seniority level

  Not Applicable

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

• Industries

  Financial Services and Investment Management

Referrals increase your chances of interviewing at Balyasny Asset Management L.P. by 2x

Sign in to set job alerts for “Fixed Income Specialist” roles.

New York, NY $120,000.00-$135,000.00 2 weeks ago

New York City Metropolitan Area $100,000.00-$150,000.00 3 weeks ago

New York, NY $90,300.00-$129,100.00 5 days ago

New York, NY $50,000.00-$115,000.00 1 week ago

New York City Metropolitan Area $100,000.00-$150,000.00 3 weeks ago

New York, NY $80,000.00-$130,000.00 1 week ago

Asset & Wealth Management, AM Private, Structured Investing, Analyst, New York

New York City Metropolitan Area $70,000.00-$90,000.00 2 weeks ago

New York, NY $150,000.00-$225,000.00 6 days ago

New York, NY $110,000.00-$120,000.00 2 weeks ago

Debt & Equity Capital Markets Analyst - NYC

New York, NY $90,000.00-$100,000.00 3 weeks ago

New York, NY $110,000.00-$170,000.00 2 weeks ago

New York, NY $59,715.00-$68,672.00 2 weeks ago

New York, NY $135,000.00-$175,000.00 5 days ago

2-Year Associate, Global Capital Markets

New York, NY $150,000.00-$150,000.00 1 week ago

New York, NY $85,000.00-$95,000.00 2 weeks ago

New York, NY $68,000.00-$80,000.00 2 days ago

New York, NY $80,000.00-$125,000.00 1 day ago

Manhattan, NY $59,715.00-$68,672.00 1 week ago

New York, NY $150,000.00-$200,000.00 1 month ago

New York, NY $100,000.00-$115,000.00 2 weeks ago

New York, NY $135,000.00-$175,000.00 2 weeks ago

New York, NY $70,000.00-$80,000.00 1 month ago

New York, NY $135,000.00-$175,000.00 1 week ago

New York, NY $130,000.00-$150,000.00 1 week ago

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.