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About the Role

Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance. As a Risk Quantitative Developer, you will enhance and expand our Multi-Asset-Class risk analytics capabilities, including instrument valuation and risk estimation methods. You will collaborate with cross-functional teams and clients to deliver solutions with a primary emphasis on risk management.

Responsibilities

• 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.
• 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.
• 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.

Requirements

• 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.

Skills

• Python
• C++
• Java
• Quantitative Finance
• Distributed Systems
• Microservices
• AWS
• Azure
• GCP

Experience Level

• Senior

Education Level

• Bachelor’s degree in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative field.
• Master’s degree in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative field.

Salary/Compensations

• $179,400.00 - $243,136.45

Benefits

• 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, serving the world’s largest insurance companies, asset managers, and institutional investors.

Equal Opportunity

• 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.