FX Quant Developer - Vanilla & Exotic Options

Clearwater Analytics

New York (NY)

On-site

USD 179,000 - 243,000

Full time

11 days ago

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Benefits offered by this job

Health, dental, vision insurance

401(k) with company match

PTO & parental leave

Work from home Fridays

Work from anywhere 3 weeks per year

Job summary

Clearwater Analytics, the leading SaaS platform for investment accounting, risk, and performance, seeks a Staff Quantitative Developer for its FXApply initiative in New York. You will work with cross-functional teams to enhance FX products, including vanilla and exotic options, focusing on valuation and risk analytics for trading desks and clients.

You will develop pricing libraries, contribute to framework design, and ensure scalable, production-ready solutions.

Qualifications

3+ years of quantitative development experience focusing on FX products.
Strong understanding of FX volatility modeling and pricing/risk management.
Experience developing code in a production environment.
Development background in a high-level language, preferably with Python.
Strong problem-solving and communication skills 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 platform frameworks for FX lifecycles, scenario analysis, cash flow generation and reporting.
Identify and advocate new models and design patterns to continuously improve the infrastructure for all clients.