Staff Quantitative Developer
Clearwater Analytics21 days ago
Base Salary
$179k - $243k/yr
Responsibilities
- Design, implement, and maintain pricing libraries and risk models for fixed income, credit, and derivatives instruments.
- Build platform capabilities for scenario analysis, risk sensitivities including DV01, CS01, and Greeks, P&L attribution, and cash flow generation.
- Design and build robust, performant, correct, and extensible software systems.
- Write tested code, participate in code reviews, maintain technical documentation, and contribute to shared libraries.
- Identify and resolve technical debt, performance bottlenecks, and test coverage gaps.
- Identify and advocate for new models and design patterns supporting an evolving instrument universe and client base.
- Lead technical delivery across multi-team projects as a technical lead or senior contributor.
- Mentor engineers at all levels and communicate complex quantitative topics to technical and non-technical stakeholders.
- Engage directly with clients to deliver customized risk solutions and platform integrations.
Requirements
- At least 9 years of quantitative development experience in financial services, preferably in front-office or risk technology.
- Expertise in risk and valuation analytics across fixed income, credit, and/or derivatives asset classes.
- Strong Python proficiency; experience with C++ or Java is a plus.
- Knowledge of yield curve construction, credit spread modeling, and standard risk sensitivities.
- Experience with distributed systems and microservices on AWS, Azure, or GCP.
- Proven ability to lead technical delivery across multi-team projects as a technical lead or senior contributor.
- Bachelor’s or Master’s degree in mathematics, physics, financial engineering, computer science, or a related quantitative field.
Benefits
- Health, vision, and dental insurance.
- 401(k) plan.
- Paid time off.
- Parental leave and medical leave.
- Short-term and long-term disability insurance benefits.