Senior Quantitative Developer - Commodities
Clearwater Analytics26 days ago
Base Salary
$179k - $243k/yr
Responsibilities
- Develop pricing libraries for risk and valuation across global OTC and exchange-traded commodities.
- Build, extend, and maintain frameworks for valuation, trade lifecycle and management, risk analytics, scenario analysis, cashflow generation, and model development.
- Support commodities and other asset classes, including power, gas, oil, crude, LNG, and metals.
- Identify and advocate for new quantitative models and design patterns that improve the platform infrastructure.
- Write and maintain production-quality code addressing business, functional, and quantitative requirements.
- Document engineering solutions for technical and non-technical audiences.
- Collaborate with developers, cross-functional teams, and clients to deliver platform solutions for developers and end users.
Requirements
- At least 3 years of development experience using Python.
- Knowledge of commodities and energy markets, including market conventions, deal structures, and derivatives pricing and risk management.
- Experience in a front-office development role, preferably supporting derivatives pricing and risk analytics on a trading desk.
- Experience developing and debugging code in a production environment, preferably enterprise risk systems.
- Understanding of the full software development lifecycle and a strong software engineering culture.
- Ability to understand unfamiliar codebases, troubleshoot applications, solve problems, and communicate technical topics to diverse audiences.
- Preferred experience as a Quantitative Developer in commodities or energy.
- Preferred experience building, enhancing, and maintaining real-time quoting and risk systems.
- Familiarity with strongly typed programming languages and with SecDB, Athena, Quartz, or other graph-based technologies.
Benefits
- Flexible working environment and business-casual atmosphere.
- Work from home Fridays.
- Ability to work from anywhere for three weeks of the year.
- Medical, dental, vision, and life insurance benefits.
- 401(k) with company match.
- Paid time off, volunteer time off, parental leave, and medical leave.
- Short-term and long-term disability insurance benefits.
- Defined and undefined career pathways with opportunities for growth.