FX Quant Developer — Remote, Valuation & Risk

Clearwater Analytics, Ltd.; New York; Hybrid; USD 179,000 - 243,000; Full time

Benefits offered by this job

Health insurance

401(k) with company match

PTO and parental leave

Medical leave

Job summary

Clearwater Analytics is seeking an experienced FX Quantitative Developer to enhance and expand our FX product suite, including Vanilla and Exotic options. You will work across development and client-facing teams to deliver scalable valuation and risk analytics for multi-asset portfolios.

Applicants should have substantial experience in quantitative development, FX volatility modeling, and production-grade Python. Remote-friendly with competitive benefits and generous PTO.

Qualifications

• 3+ years of experience in quantitative development.
• Strong understanding of FX volatility modeling, including market conventions, deal structures, and pricing/risk management.
• Experience developing code in a production environment.
• Experience building pricing/risk systems and library frameworks.

Responsibilities

• Develop and maintain pricing libraries and models for FX Vanilla and Exotic options.
• Design and implement platform frameworks to support FX products, including lifecycle management, scenario analysis, and P&L attribution.
• Collaborate with cross-functional teams and clients to deliver scalable risk analytics and valuation solutions.

Skills

FX pricing models

Python

Quantitative development

FX volatility modeling

Communication

Tools

Python

Job description

Clearwater Analytics is seeking an experienced FX Quantitative Developer to enhance and expand our FX product suite, including Vanilla and Exotic options. You will work across development and client-facing teams to deliver scalable valuation and risk analytics for multi-asset portfolios.

Applicants should have substantial experience in quantitative development, FX volatility modeling, and production-grade Python. Remote-friendly with competitive benefits and generous PTO.