Staff Quantitative Developer, FX
Clearwater Analytics16 hours ago
London, United KingdomStaff+
Base Salary
$179k - $243k/yr
Responsibilities
- Develop and maintain pricing libraries and models for valuation and risk management of 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 the evolving infrastructure supporting clients.
- Collaborate with developers and interact directly with clients to deliver trading and risk-management solutions.
- Contribute to improvements in platform valuation, risk analytics, and trade-management capabilities.
Requirements
- Require 3+ years of quantitative development experience focused on FX products.
- Require strong understanding of FX volatility modeling, market conventions, deal structures, pricing, and risk management.
- Require experience developing code in a production environment.
- Require experience with a high-level programming language, preferably including several years of Python experience.
- Require strong problem-solving and communication skills, including the ability to explain technical topics to diverse audiences.
- Preferred experience includes front-office development on an FX volatility desk supporting securities pricing, hedging, and risk analytics.
- Preferred experience includes building, enhancing, or maintaining pricing and risk systems.
- Preferred qualifications include familiarity with market-data and product-data sources and prior client-facing platform customization, model integration, or technical solution development.
Benefits
- Flexible working environment with a business-casual atmosphere and team-focused culture.
- 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.
- 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).