Beacon Platform builds a cloud-based development environment that enables
quants, data scientists, and commercial developers to rapidly build and deploy
the functionality that their businesses need at the largest scales.
Additionally, we build and externalize trading and risk management
applications for all sides of the financial services industry.
As a Credit-focused Quantitative Developer at Beacon Platform you will be
working within the Quant team to build out and expand our Credit Derivatives
and Fixed income product offerings. You will collaborate with developers in
other teams to deliver developer and end-user functionality for trading and
risk management. In addition, you will interface directly with our clients,
who themselves extend the platform to implement their own proprietary risk
models and analytics.
What You’ll Do
- Work on valuation, risk and trade lifecycle for Credit Derivatives and Fixed income markets
- Design, build, extend, and maintain frameworks within the platform supporting credit derivatives and fixed income products, their associated lifecycle and trade management, scenario analysis, cashflow generation, and reporting (e.g. PNL attribution)
- Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
What we are looking for
- Familiarity with Credit Derivatives and Bonds
- Knowledge of market conventions, deal structures, and pricing/risk management in either Credit and/or Fixed Income markets
- Willingness to learn about and work on other asset classes
- Experience developing code in a production environment
- Development Background in a high level language, preferably with a few years of Python experience
- Strong problem solving and communication skills, ability to convey technical topics to a diverse audience
What Will Make You Stand Out
- Experience in a front office development role, preferably on a Credit Derivatives or Fixed Income trading desk, supporting securities pricing, hedging, and risk analytics
- Experience building/enhancing/maintaining pricing and risk systems
- Familiarity with relevant sources of market data and product data
- Experience developing and deploying code in a production environment - preferably enterprise risk systems
Expected Range: $125,000 - $150,000
Benefits:
- Competitive compensation package.
- Comprehensive health, dental, and vision insurance plans.
- 401(k) retirement plan with company matching.
- Flexible work arrangements (Hybrid)
- Opportunity to work with a talented and experienced team.
- Fast-paced and innovative work environment.
Beacon Platform is an equal-opportunity employer. We welcome applications from
candidates of all backgrounds and experiences.