FX Quant Developer: Pricing & Risk Analytics

Clearwater Analytics, LLC; New York (NY); On-site; USD 179,000 - 243,000; Full time

Benefits offered by this job

Work from anywhere

3 weeks out of the year

Job summary

Clearwater Analytics is seeking an FX Quantitative Developer to join the Quant team in New York. You will develop pricing libraries for FX Vanilla and Exotic options, build risk and valuation models, and work with clients to deliver solutions that support trading and risk management.

You will leverage Python in production environments, design scalable frameworks, and advocate for models and patterns to improve the platform's valuation and reporting capabilities.

Qualifications

• 3+ years of experience in quantitative development focusing on FX products.
• Strong understanding of FX volatility modeling, market conventions, deal structures, pricing and risk.
• Experience developing code in a production environment; Python required.

Responsibilities

• Develop and maintain pricing libraries and models for FX Vanilla and Exotic options.
• Design and maintain frameworks within the platform to support FX products, including lifecycle management, scenario analysis, cash flow generation, and reporting.
• Identify and advocate for new models and design patterns for continuous platform improvement.

Skills

FX pricing

Python

Production code

Quantitative finance

Communication

Job description

Clearwater Analytics is seeking an FX Quantitative Developer to join the Quant team in New York. You will develop pricing libraries for FX Vanilla and Exotic options, build risk and valuation models, and work with clients to deliver solutions that support trading and risk management.

You will leverage Python in production environments, design scalable frameworks, and advocate for models and patterns to improve the platform's valuation and reporting capabilities.