Quantitative Developer, Commodities - London

Position Overview As a 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 interface 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 North American/European Power, Natural Gas, LNG, Crude Oil and Refined Products. 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 high-quality 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 5+ years of development experience using Python Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience Knowledge of commodities and energy markets in general, including familiarity with up-to-date renewable power products and analytics approaches Knowledge of market conventions, deal structures, and pricing/risk management of derivatives Experience in a front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics Experience developing code in a production environment - preferably enterprise risk systems Strong software engineering culture supporting all the phases of software development cycle Ability to understand unfamiliar code bases and debug applications Solid critical thinking and troubleshooting skills What Will Make You Stand Out Experience as a Quant/Quant Developer/Analyst or Strategist in the Commodities/Energy space Experience with renewable power products, in particular Power Purchase Agreements (PPAs) Experience building, enhancing, and maintaining real-time quoting and risk systems Experience with any strongly-typed programming language(s) What You ll Love About Beacon Unlimited PTO - We believe in work-life balance and trust our employees to manage their time effectively. Our unlimited PTO policy allows you the flexibility to take the time you need, when you need it. All London public holidays are paid time off Pension Scheme Competitive health benefits 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 team members are empowered to make significant contributions throughout the organization. Unlike large companies where employees often feel disconnected and confined, we offer an environment that encourages creativity and innovation. We seek intelligent and motivated individuals to help us reach new heights. #J-18808-Ljbffr