Staff Quantitative Developer

Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance, serving the world’s largest insurance companies, asset managers, and institutional investors. As a Risk Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Multi-Asset-Class risk analytics capabilities, including instrument valuation and risk estimation methods. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions that focus on both developers and end-users, with a primary emphasis on risk management.

Quantitative Development

• Design, implement, and maintain pricing libraries and risk models covering Fixed Income, Credit, and Derivatives instruments.
• Build platform capabilities for scenario analysis, risk sensitivities (DV01, CS01, Greeks), P&L attribution, and cash flow generation.
• Identify and advocate for new models and design patterns to support an evolving instrument universe and client base.

Technical Development

• Design and build robust, maintainable software systems with a focus on performance, correctness, and extensibility.
• Write clean, well-tested code and contribute to code reviews, technical documentation, and shared libraries.
• Proactively identify and resolve technical debt, performance bottlenecks, and gaps in test coverage.

Collaboration & Mentorship

• Mentor engineers at all levels and contribute to a culture of continuous learning.
• Engage directly with clients to deliver customized risk solutions and platform integrations.
• Communicate complex quantitative topics clearly to technical and non-technical stakeholders alike.

Experience & Skills

• 9+ years of quantitative development in financial services, preferably in a front-office or risk technology environment.
• Expertise in risk and valuation analytics across Fixed Income, Credit, and/or Derivatives asset classes.
• Strong Python proficiency; experience with C++ or Java is a plus.
• Solid grounding in quantitative finance: yield curve construction, credit spread modeling, and standard risk sensitivities.
• Experience with distributed systems and microservices on public cloud (AWS, Azure, or GCP).
• Proven ability to lead technical delivery across multi-team projects as a tech lead or senior contributor.

Education

• Bachelor’s or Master’s degree in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative field.