Senior Commodities Quant Developer (Remote/Hybrid)

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

Benefits offered by this job

Work from home Fridays

Work from anywhere 3 weeks/year

401k with match

Health insurance

Dental & vision

Paid time off

Job summary

Clearwater Analytics, New York, seeks a Senior Quantitative Developer to join the Commodities team. You will develop pricing libraries for Risk and Valuation across global commodities and extend the platform for trading and risk analytics.

You will work with cross-functional teams, convert complex models into robust production code, and contribute to documentation and ongoing valuation framework improvements.

Qualifications

• 3+ years of development experience using Python
• Knowledge of commodities and energy markets
• Knowledge of market conventions, deal structures, and pricing/risk management of derivatives
• Experience in a front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics
• Experience developing code in a production environment - preferably enterprise risk systems
• Strong software engineering culture supporting all the phases of software development cycle
• Ability to understand unfamiliar code bases and debug applications
• Solid critical thinking and troubleshooting skills

Responsibilities

• Develop pricing libraries for Risk and Valuation covering global commodities including Power, Gas, Oil, Crude, LNG and Metals
• Build, extend, and maintain frameworks within the platform supporting products across asset classes, valuation, lifecycle and risk
• Identify and advocate for new models and design patterns for an evolving infrastructure
• Write and maintain high-quality production code meeting business and quantitative requirements
• Produce high-quality documentation for both technical and non-technical audiences

Skills

Python

Problem solving

Communication

Commodities knowledge

Derivatives pricing

Front office development

Troubleshooting

Software engineering culture

Tools

SecDB

Athena

Quartz

Job description

Clearwater Analytics, New York, seeks a Senior Quantitative Developer to join the Commodities team. You will develop pricing libraries for Risk and Valuation across global commodities and extend the platform for trading and risk analytics.

You will work with cross-functional teams, convert complex models into robust production code, and contribute to documentation and ongoing valuation framework improvements.