Staff Quantitative Developer, FX
Clearwater Analytics21 hours ago
Base Salary
$179k - $243k/yr
Responsibilities
- Develop and maintain pricing libraries and models for FX Vanilla and Exotic options.
- Design, build, and maintain platform frameworks supporting FX product lifecycle management, scenario analysis, cash-flow generation, and reporting such as P&L attribution.
- Identify and advocate for new models and design patterns to improve infrastructure supporting clients.
- Collaborate with developers and interact directly with clients to deliver trading and risk-management solutions.
- Enhance valuation, risk analytics, and trade-management capabilities.
- Customize platforms, integrate models, or develop technical solutions for clients when needed.
Requirements
- At least 3 years of quantitative development experience focused on FX products.
- Strong understanding of FX volatility modeling, market conventions, deal structures, pricing, and risk management.
- Experience developing code in a production environment.
- Development experience in a high-level programming language, preferably including several years of Python experience.
- Strong problem-solving and communication skills, including the ability to explain technical topics to diverse audiences.
- Preferred: front-office development experience, especially supporting an FX Volatility Desk, securities pricing, hedging, and risk analytics.
- Preferred: experience building, enhancing, or maintaining pricing and risk systems.
- Preferred: familiarity with relevant market-data and product-data sources.
- Preferred: experience working directly with clients to customize platforms, integrate models, or develop technical solutions.
Benefits
- Flexible working environment with a business-casual atmosphere and a team-focused culture.
- Medical, dental, vision, life, health, medical leave, STD, and LTD insurance benefits.
- Maternity and paternity leave.
- Paid Time Off and Volunteer Time Off.
- 401(k) retirement plan with company match.
- Work from anywhere for three weeks each year.
- Work from home on Fridays.
- Defined and undefined career pathways for professional growth.
About Clearwater Analytics
Clearwater Analytics builds a SaaS platform for investment accounting, reconciliation, performance, compliance, and risk reporting used by insurers, asset managers, banks, corporations, and governments. It aggregates and normalizes market and trade data and offers front‑office tools (Beacon) that give portfolio teams real‑time visibility into positions. Founded in 2004 and headquartered in Boise, Idaho, the company is publicly traded on the NYSE (ticker: CWAN).