Quantitative Developer, Associate - FX
Clearwater Analytics26 days ago
New York, NY, USAMid Level
Base Salary
$179k - $243k/yr
Responsibilities
- Develop and maintain pricing libraries and models for FX risk and valuation, covering Vanilla and Exotic options.
- 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 the evolving infrastructure supporting clients.
- Collaborate with developers and cross-functional teams and interact directly with clients to deliver trading and risk-management solutions.
- Contribute to the platform’s valuation, risk analytics, and trade-management capabilities.
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.
- Experience with 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 experience in front-office development, particularly supporting an FX volatility desk, securities pricing, hedging, and risk analytics.
- Preferred experience building, enhancing, or maintaining pricing and risk systems.
- Familiarity with relevant market-data and product-data sources is preferred.
- Prior client experience customizing platforms, integrating models, or developing technical solutions is a plus.
Benefits
- Flexible working environment with a business-casual atmosphere.
- Work-from-home Fridays.
- Ability to work from anywhere for three weeks each year.
- Medical, dental, vision, and life insurance benefits.
- Maternity and paternity leave.
- Paid Time Off and Volunteer Time Off.
- 401(k) retirement plan with company match.
- Short-term and long-term disability insurance benefits.
- Defined and undefined career pathways for professional growth.