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Clearwater Analytics is seeking a Risk Quantitative Developer to join the Quant team in New York. You will design, implement, and maintain pricing libraries and risk models for Fixed Income, Credit, and Derivatives, while building analytics for scenario analysis and risk sensitivities.
You will mentor engineers, collaborate with clients, and contribute to robust, well-tested software across distributed systems.
Clearwater Analytics is seeking a Risk Quantitative Developer to join the Quant team in New York. You will design, implement, and maintain pricing libraries and risk models for Fixed Income, Credit, and Derivatives, while building analytics for scenario analysis and risk sensitivities.
You will mentor engineers, collaborate with clients, and contribute to robust, well-tested software across distributed systems.