About the Role
As an FX Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our FX product suite, including Vanilla and Exotic Options. 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 trading and risk management. Your contributions will help drive the continuous improvement of our platform's valuation, risk analytics, and trade management capabilities.
Responsibilities
- Develop and maintain pricing libraries and models for risk and valuation covering FX Vanilla and Exotic options.
- Design, build, and maintain frameworks within the platform to support FX products, including lifecycle management, scenario analysis, cash flow generation, and reporting (e.g., P&L attribution).
- Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients.
Requirements
- 3+ years of experience in quantitative development, with a focus on FX products.
- Strong understanding of FX volatility modeling, including market conventions, deal structures, and pricing/risk management.
- Experience developing code in a production environment.
- Development Background in a high-level language, preferably with a few years of Python experience.
- Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience.
- Experience in a front office development role, preferably on a FX Volatility Desk, supporting securities pricing, hedging, and risk analytics.
- Experience building/enhancing/maintaining pricing and risk systems.
- Familiarity with relevant sources of market data and product data.
- Prior experience working with clients to customize platforms, integrate models, or develop technical solutions is a plus.
Skills
- FX Vanilla and Exotic Options
- FX volatility modeling
- Python
- Quantitative development
- Pricing libraries and models
- Risk analytics
- Trade management
- Market data
- Product data
Location
- Remote
Work Type
- Flexible working environment
- Work from anywhere 3 weeks out of the year
- Work from home Fridays
Experience Level
- 3+ years of experience in quantitative development
Salary/Compensations
- $179,400 - $243,136 USD
- $179,400.00 - $243,136.45
Benefits
- Competitive medical, dental, vision, and life insurance benefits
- Maternity and paternity leave
- Personal Time Off and Volunteer Time Off
- 401(k) retirement plan with company match
- health/vision/dental insurance
- 401(k)
- PTO
- parental leave
- medical leave
- STD/LTD insurance benefits
About the Company
- Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance.
- We serve some of the world’s largest insurance companies, hedge funds, asset managers, and institutional investors.
- We deliver decision-ready risk analytics that bring clarity and insight to multi-asset portfolios—highlighting exposures, sensitivities, scenarios, and performance drivers.
- Business casual atmosphere in a flexible working environment
- Team focused culture that promotes innovation and ownership
- Access cutting edge investment reporting technology and expertise
- Defined and undefined career pathways allowing you to grow your own way
Equal Opportunity
- 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.
