FX Quant Developer: Pricing & Risk Analytics | Remote

Clearwater Analytics, Ltd.; New York (NY); Remote; USD 179,000 - 243,000; Full time

Benefits offered by this job

Work from anywhere

PTO 3 weeks

Work from home Fridays

Job summary

Clearwater Analytics, Ltd. is seeking an FX Quantitative Developer to enhance the FX product suite, including Vanilla and Exotic options, working closely with cross-functional teams and clients to deliver practical solutions.

You will develop pricing libraries, risk analytics, and platform valuation, contributing to a cloud-native system used for trading and risk management across a global client base.

Qualifications

• 3+ years of experience in quantitative development focused on FX products.
• Strong understanding of FX volatility modeling, market conventions, deal structures, and pricing/risk management.
• Experience developing code in a production environment with Python.
• Clear communication and ability to convey technical topics to diverse audiences.

Responsibilities

• Develop and maintain pricing libraries and models for 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.
• Collaborate with cross-functional teams and interact directly with clients to deliver solutions.

Skills

Quantitative development

Python programming

FX volatility modeling

Production code experience

Client communication

Tools

Python

Job description

Clearwater Analytics, Ltd. is seeking an FX Quantitative Developer to enhance the FX product suite, including Vanilla and Exotic options, working closely with cross-functional teams and clients to deliver practical solutions.

You will develop pricing libraries, risk analytics, and platform valuation, contributing to a cloud-native system used for trading and risk management across a global client base.