Senior Quantitative Developer

Position Overview

As a Senior Quantitative Developer at Beacon Platform, you will be working within a team to build product support for derivatives and securities, as well as pricing and cross-asset risk analytics. You will collaborate with developers in our other internal teams in order 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

• Build, extend, and maintain frameworks within the platform supporting products across asset classes, their valuation, associated lifecycle and trade management, risks (e.g. Greeks, VAR, XVA), scenario analysis, cashflow generation, and model development.
• Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
• Follow and champion the software development lifecycle
• Write software to fulfill well-specified, scoped work requests while preserving an inquisitive mindset to identify areas for improvement
• Maintain and further develop appreciation for high quality coding standards
• Produce high-quality documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences
• Escalate more complex and ambiguous issues when necessary
• Provide feedback within the team on code, behavioral challenges, and other work items

What We're Looking For

• 10+ years of development experience using Python and other strongly-typed programming languages
• Experience in a front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics
• Experience with one or more of the following asset classes: Fixed Income/Rates, Credit, Equities and/or Commodities
• Knowledge of market conventions, deal structures, and pricing/risk management of derivatives previously supported
• Willingness to learn about and work on a multitude of asset classes
• Experience developing code in a production environment - preferably enterprise risk systems
• Strong problem solving and communication skills, ability to convey technical topics to a diverse audience
• Strong software engineering culture supporting all the phases of software development cycle
• Solid critical thinking and troubleshooting skills
• Ability to understand unfamiliar code bases and debug applications

What Will Make You Stand Out

• Experience in a front office development role, preferably on a 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: $200,000 - $225,000

What You'll Love About Beacon

• Unlimited PTO - This isn't your typical unlimited PTO plan. All employees take at least 20 days off a year. After that? Take the time off you need to strike the perfect work/life balance for you.
• 10 paid company holidays
• 401k match
• Charitable donation match
• Access to Udemy - An online learning and teaching marketplace with over 185,000 courses. Learn programming, marketing, data science, or brush up on your public speaking and writing skills.
• Startup Culture - Our employees have a voice and can make a big impact across the organization. A lot of people in large companies don't feel connected to what they're doing and feel like they're put in a box. Here you will have the freedom to be creative and innovative. We're looking for smart and driven people to help get us to the next level.