Quantitative Developer

Quantitative Developer

  • Full Time
  • London

Website Beacon Platform Inc Beacon Platform Inc

Beacon Platform builds a cloud-based eco-system for financial services companies that enables quants, data scientists, and commercial developers to provide access to data and build and rapidly deploy the functionality that their businesses need at the largest scales. Additionally, we build and externalize, trading and risk management applications for both the buy and sell sides of the financial services industry.

As a Quantitative Developer at Beacon Platform, you will be working within a team to build product support for cross-asset derivatives and securities, as well as related pricing and risk analytics and applications. You will collaborate with developers in our other internal teams, which are responsible for the development of other areas of the platform, in order to produce complete end-user functionality for trading and risk management. In addition, you will interface with our clients, who themselves extend the platform to implement their own sophisticated risk models and proprietary analytics.

Required Qualifications

  • 4+ years’ experience in a front office role working with interest rate, FX, fixed income, commodities, and/or equity products
  • Subject-matter expertise in one or more of the above asset-classes, willingness to learn about other asset classes
  • Strong academic background in a relevant STEM field (Mathematics, Computer Science, Physical Sciences)
  • Solid knowledge of financial mathematics with specific focus on derivatives pricing and risk management
  • Experience developing code in a production environment
  • Strong interpersonal/communication skills
  • Experience with version control systems (e.g. GIT)

Desired Qualifications

  • Experience with real-time quoting and risk systems.
  • Experience with risk analysis on a large diversified portfolio (too large for a single machine)
  • 7+ years Python/C++ knowledge
  • Knowledge of and experience with dependency-graph-based approaches to pricing models and risk analytics

To apply for this job please visit beaconplatform.bamboohr.com.