Senior Quant Risk Developer — Multi-Asset Pricing
Listed on 2026-10-03
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IT/Tech
Information Security & Data Protection, AI Engineer (Applied/Software), Data Scientist, Data Mining
Clearwater Analytics is seeking a Risk Quantitative Developer to join the Quant team in New York. You will design, implement, and maintain pricing libraries and risk models for Fixed Income, Credit, and Derivatives, while building analytics for scenario analysis and risk sensitivities.
You will mentor engineers, collaborate with clients, and contribute to robust, well-tested software across distributed systems.
The Senior Quant Risk Developer — Multi-Asset Pricing role at Clearwater Analytics (CWAN) is now open for applications in NY, United States.
Join Clearwater Analytics (CWAN) and contribute to our ongoing work.
Take a moment to read everything above and see whether this role is right for you.
This posting is for the Senior Quant Risk Developer — Multi-Asset Pricing role at Clearwater Analytics (CWAN), based in NY, United States.
We are looking to fill the Senior Quant Risk Developer — Multi-Asset Pricing position at Clearwater Analytics (CWAN) in NY, United States.
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