FX Quant Developer: Options Pricing & Risk Analytics

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

Benefits offered by this job

Work from anywhere

3 weeks vacation

401(k) match

Health insurance

Job summary

Clearwater Analytics, a leading SaaS platform for investment accounting and risk analytics, seeks an FX Quantitative Developer to enhance our FX product suite. You will work with cross-functional teams, focusing on vanilla and exotic options, trading and risk management, and client-focused solutions.

The role emphasizes developing production-grade Python code, pricing and risk frameworks, and advancing valuation analytics across multi-asset portfolios.

Qualifications

• 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 Python.

Responsibilities

• Develop and maintain pricing libraries and models for risk and valuation covering FX Vanilla and Exotic options.
• Design, build, and maintain platforms frameworks 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 for evolving infrastructure to support all clients.

Skills

FX volatility modeling

Python

Pricing & risk systems

Communication skills

Tools

Pricing libraries

Job description

Clearwater Analytics, a leading SaaS platform for investment accounting and risk analytics, seeks an FX Quantitative Developer to enhance our FX product suite. You will work with cross-functional teams, focusing on vanilla and exotic options, trading and risk management, and client-focused solutions.

The role emphasizes developing production-grade Python code, pricing and risk frameworks, and advancing valuation analytics across multi-asset portfolios.