What are the responsibilities and job description for the Quantitative Developer, Commodities position at Beacon Platform?
Beacon Platform was founded in 2014 by Kirat Singh and Mark Higgins, industry leaders in building and designing enterprise-scale trading, analytics, and risk management platforms. Our products enable financial institutions of all sizes to operationalize front-office development at enterprise scale on the cloud. The Platform consists of Beacon Front Office Suite for cross-asset management of trades, positions and risk, and Beacon Core, an integrated development and operating platform that enables quants and software engineers to collaboratively develop and continuously deploy business solutions. Beacon's open architecture and transparent source-code model empower clients to achieve their business goals while maintaining unparalleled ownership of the full technology stack.
Position Overview
As a Senior Commodities-focused Quantitative Engineer at Beacon Platform, you will be working within the Quantitative Engineering team to build out and expand our Commodities / Energy product offering. You will collaborate with engineers in other teams to deliver functionality for trading and risk management. In addition, you will be in contact directly with our clients, who themselves extend the platform to implement their own proprietary risk models and analytics.
The context for this role is to maintain and enhance Beacon's capability to perform portfolio valuation, risk and trade lifecycle for global commodities markets with a focus on OTC and exchange-traded energy products on Power, Natural Gas, LNG, Crude Oil and Refined Products across North America and Europe.
What You'll Do
- Build, extend, and maintain Beacon's analytics across asset classes, particularly commodities, 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
- Write and maintain high-quality code that responds to business, functional and quantitative requirements.
- Produce first version of documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences
- While the Quant Engineering team is not primarily client-facing, you would be expected to support Beacon's engagement with clients as a secondary aspect of this role. This will include collaboration with Beacon's own client-facing engineers and technical account managers and it may include assistance with some support tickets, calls with client personnel and in-person meetings with clients where reasonable and appropriate.
What We're Looking For
What Will Make You Stand Out
What You'll Love About Beacon
Beacon does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. Beacon encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.
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