Forward Deployed Engineer – Fixed Income and Macro Technology
The fixed-income and macro engineer builds desk tools and integrates quantitative analytics. Work connects pricing, risk and backtesting libraries to applications used by portfolio managers.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Expose quant analytics through reusable libraries and APIs
- Build trading tools for macro investment teams
- Integrate rates and FX models into desk workflows
- Turn user requests into maintainable applications
What they ask for
Required
- Two or more years of commercial development
- Rates and FX pricing familiarity
- Financial-instrument knowledge
- User-facing delivery
- Time management
Preferred
- Python
- Trading-floor development
- Education
- Background in computing, engineering, data science or another STEM area; degree level is unspecified.
- Experience
- 2+ years of professional development; Python and trading-floor experience are preferred.
- Languages and tools
- Markets
- fixed-income, fx, options, futures
How to prepare
- Build an API around a rates or FX pricing calculation
- Explain how a trading tool integrates pricing and risk
- Demonstrate a small application developed from trader requirements
What to study
- Fixed Income and Interest-Rate Models
- Derivatives Pricing and Computational Finance
- Python for Quantitative Finance
The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Balyasny Asset Management’s site before applying: requirements, location and pay can change after we check them.
View the posting on Balyasny Asset Management’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Balyasny Asset Management and doesn’t handle applications.