Commodities Quant Developer – Front-Office Pricing & Risk

Clearwater Analytics, LLC; New York (NY); On-site; USD 146,000 - 243,000; Full time

Benefits offered by this job

Work from anywhere

Work from home Fridays

Health insurance

Dental insurance

Vision insurance

Life insurance

401(k) with match

Paid time off

Parental leave

Job summary

Clearwater Analytics is seeking a Commodities Quantitative Developer in New York, focused on expanding our commodities product suite. You’ll work with cross-functional teams and clients to deliver pricing and risk solutions for trading and risk management, enhancing valuation and analytics across asset classes.

You will contribute to production-grade systems, collaborating on model development, documentation, and interface design, with strong emphasis on Python-based workflows and real-time risk

Qualifications

• 3+ years of development experience using Python.
• Knowledge of commodities and energy markets.
• Knowledge of market conventions, deal structures, and pricing/risk management of derivatives.
• Experience in front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics.
• Experience developing code in a production environment - preferably enterprise risk systems.

Responsibilities

• Develop pricing libraries for Risk and Valuation covering global commodities (OTC and exchange-traded products) including but not limited to Power, Gas, Oil, Crude, LNG and Metals.
• Build, extend, and maintain frameworks within the platform supporting products across asset classes, particularly commodities, their valuation, lifecycle and trade management, risks (Greeks, VAR, XVA), scenario analysis, cashflow generation, and model development.
• Identify and advocate for new models and design patterns for continuous improvement of an evolving infrastructure to support all clients.
• Write and maintain high-quality code that responds to business, functional and quantitative requirements.
• Produce high-quality documentation that supports and expands engineering solutions for both technical and non-technical audiences.

Skills

Python

Commodities knowledge

Front office development

Production environment

Communication skills

Quantitative development

Tools

SecDB

Athena

Quartz

Job description

Clearwater Analytics is seeking a Commodities Quantitative Developer in New York, focused on expanding our commodities product suite. You’ll work with cross-functional teams and clients to deliver pricing and risk solutions for trading and risk management, enhancing valuation and analytics across asset classes.

You will contribute to production-grade systems, collaborating on model development, documentation, and interface design, with strong emphasis on Python-based workflows and real-time risk