Quantitative Developer (Rates)

As a Rates-focused Quantitative Developer at Beacon Platform, you will be working within a small team to build out and expand our Rates product offering.  You will collaborate with developers in other 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.

Responsibilities

• Build, extend and maintain instruments, pricing models, risk reports, and associated frameworks within the platform
• Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
• Produce high-quality documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences
• 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 an appreciation for high-quality coding standards

Desired Skills

• Proficient programming skills with a firm understanding of Data Structures and Algorithms
• Experience in Python is preferred. Solid experience with strongly-typed programming languages is equally desirable
• Experience with Rates products a plus
• Experience with version control systems, preferably Git
• Effective communication, collaboration, and critical thinking skills