Product Extension & Structured Credit (CLO) Support
Beacon is a leading cloud-native risk analytics and development platform used by investment banks, hedge funds, and asset managers to build pricing, risk, and trading applications.
RocketFin has supported Beacon not only as an implementation partner, but as an extension of its core engineering and product teams.
Beacon required additional specialist expertise to expand its product capabilities and support more complex asset classes, including structured credit products such as CLOs (Collateralised Loan Obligations).
Key challenges included:
Extending the platform to support highly complex structured credit instruments
Integrating external calculation engines for specialised analytics
Modelling risk factors such as prepayment behaviour and credit quality
Ensuring scalability and consistency within Beacon’s core architecture
RocketFin was engaged to augment Beacon’s internal teams and contribute directly to product development. The objectives were to:
Extension of Beacon’s data and analytics models to support CLO structures
Integration of Intex as an external calculator for structured credit analytics
Development of risk models with cohort-based bucketing of exposures
Modelling of exogenous factors to predict prepayment rates and collateral credit quality
Risk Management
Key risks included model complexity and integration of external analytics engines. These were mitigated through modular design, validation frameworks, and alignment with Beacon’s core architecture principles.
Governance
Embedded collaboration with Beacon product and engineering teams
Contribution to roadmap-aligned feature development
Iterative delivery with continuous validation
Service Lifecycle (ITIL-aligned)
Development: Platform extension and model implementation
Testing: Validation of structured credit analytics and risk outputs
Deployment: Integration into Beacon’s product suite
Support: Ongoing contribution to platform evolution
RocketFin’s contribution enabled Beacon to:
Extend its platform to support complex structured credit products such as CLOs
Integrate external analytics engines (Intex) into its architecture
Enhance its risk modelling capabilities for prepayment and credit dynamics
Accelerate product development through additional expert engineering capacity
This work positioned RocketFin not just as an implementation partner, but as a trusted contributor to the evolution of Beacon’s core product suite.
"“RocketFin operated as a true extension of our engineering team, helping us extend Beacon’s platform to support complex structured credit products with speed and precision.” "— Head of Engineering
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