Staff Quantitative Developer, FX

Clearwater Analytics•New York, NY

1d•$179,400 - $243,136

About The Position

As an FX Quantitative Developer at Clearwater Analytics, you will help enhance and expand the company’s FX product suite, including Vanilla and Exotic Options. You will work with cross-functional development teams and interact directly with clients to deliver solutions for developers and end users, with a primary focus on trading and risk management. Your work will contribute to improvements in platform valuation, risk analytics, and trade management capabilities. The role includes developing and maintaining pricing libraries and models for FX Vanilla and Exotic options, as well as building and maintaining platform frameworks for FX product lifecycle management, scenario analysis, cash flow generation, and reporting such as P&L attribution. You will also identify and advocate for models and design patterns that support the ongoing evolution of the platform and serve its clients.

Requirements

At least 3 years of quantitative development experience, with a focus on FX products.
Strong understanding of FX volatility modeling, including market conventions, deal structures, and pricing and risk management.
Experience developing code in a production environment.
Background developing in a high-level programming language; a few years of Python experience is preferred.
Strong problem-solving and communication skills, including the ability to explain technical topics to diverse audiences.

Nice To Haves

Experience in a front-office development role, preferably supporting securities pricing, hedging, and risk analytics on an FX Volatility Desk.
Experience building, enhancing, or maintaining pricing and risk systems.
Familiarity with relevant sources of market data and product data.
Prior experience working with clients to customize platforms, integrate models, or develop technical solutions.

Responsibilities

Develop and maintain pricing libraries and models for risk and valuation of FX Vanilla and Exotic options.
Design, build, and maintain platform frameworks for FX products, including lifecycle management, scenario analysis, cash flow generation, and reporting such as P&L attribution.
Identify and advocate for new models and design patterns to continually improve the evolving infrastructure and support clients.
Work closely with cross-functional development teams and interact directly with clients to deliver solutions focused on trading and risk management.
Contribute to improvements in platform valuation, risk analytics, and trade management capabilities.