Quantitative Developer

Position: Staff Quantitative Developer
Location: New York

Staff Quantitative Developer page is loaded## Staff Quantitative Developer locations:
Office - New Yorktime type:
Full time posted on:
Posted Todayjob requisition :
R11533
** About the Role
** Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance, serving the world’s largest insurance companies, asset managers, and institutional investors. As a Risk Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Multi-Asset-Class risk analytics capabilities, including instrument valuation and risk estimation methods. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions that focus on both developers and end-users, with a primary emphasis on risk management.
** Responsibilities
* *** Quantitative Development
*** Design, implement, and maintain pricing libraries and risk models covering Fixed Income, Credit, and Derivatives instruments.
* Build platform capabilities for scenario analysis, risk sensitivities (DV01, CS01, Greeks), P&L attribution, and cash flow generation.
* Identify and advocate for new models and design patterns to support an evolving instrument universe and client base.
** Technical Development
*** Design and build robust, maintainable software systems with a focus on performance, correctness, and extensibility.
* Write clean, well-tested code and contribute to code reviews, technical documentation, and shared libraries.
* Proactively identify and resolve technical debt, performance bottlenecks, and gaps in test coverage.
** Collaboration & Mentorship
*** Mentor engineers at all levels and contribute to a culture of continuous learning.
* Engage directly with clients to deliver customized risk solutions and platform integrations.
* Communicate complex quantitative topics clearly to technical and non-technical stakeholders alike.
** Required Qualifications
**** Experience & Skills
*** 9+ years of quantitative development in financial services, preferably in a front-office or risk technology environment.
* 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.
* Solid grounding in quantitative finance: yield curve construction, credit spread modeling, and standard risk sensitivities.
* Experience with distributed systems and microservices on public cloud (AWS, Azure, or GCP).
* Proven ability to lead technical delivery across multi-team projects as a tech lead or senior contributor.
** Education
* ** Bachelor’s or Master’s degree in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative field.
** Salary Range**$ - $
* This is the pay range the Company believes it will pay for this position at the time of this posting. Consistent with applicable law, compensation will be determined based on relevant experience, other job-related qualifications/skills, and geographic location (to account for comparative cost of living). The Company reserves the right to modify this pay range at any time. For this role, benefits include: health/vision/dental insurance, 401(k), PTO, parental leave, and medical leave, STD/LTD insurance benefits.

Clearwater Analytics is An Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status, age or any other federally protected class.
* Studies have shown that women and people of color are less likely to apply to jobs unless they meet every single qualification. We are dedicated to building a diverse, inclusive and authentic workplace, so if you’re excited about this role but your past experience doesn’t align perfectly with the job description, we encourage you to still apply! You may be just what we're looking for.
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