Quantitative Developer - Commodities

Clearwater Analytics Holdings Inc

New York, NY

JOB DETAILS
SALARY
$179,400–$243,136.45 Per Year
SKILLS
Cash Flow Projection, Communication Skills, Continuous Improvement, Cross-Functional, Customer Relations, Customer Support/Service, Debugging Skills, Derivatives, Design Patterns Programming Methodologies, Financial Analysis, Hedge Funds, Identify Issues, Institutional Asset Management, Insurance, Investment Accounting, Liquified Natural Gas (LNG), Oil and Gas, Pricing, Problem Solving Skills, Process Improvement, Product Support, Production Systems, Programming Languages, Python Programming/Scripting Language, Quality Management, Quantitative Analysis, Risk, Risk Analysis, Risk Management, Software Administration, Software Development Lifecycle (SDLC), Software Engineering, Software as a Service (SaaS), Support Documentation, Value-Added Resellers (VAR)
LOCATION
New York, NY
POSTED
30+ days ago

Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance. We serve some of the world's largest insurance companies, hedge funds, asset managers, and institutional investors. We deliver decision-ready risk analytics that bring clarity and insight to multi-asset portfolios-highlighting exposures, sensitivities, scenarios, and performance drivers.

As a Commodities Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Commodities product suite. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions for both developers and end-users focused on trading and risk management. Your contributions will help drive the continuous improvement of our platforms valuation, risk analytics, and trade management capabilities.

Developing Pricing Libraries and Frameworks

You will develop pricing libraries for Risk and Valuation covering global commodities (OTC and exchange-traded products) including but not limited to Power, Gas, Oil, Crude, LNG, and Metals. You will build, extend, and maintain frameworks within the platform supporting products across asset classes, particularly commodities, their valuation, associated lifecycle, and trade management, risks (e.g. Greeks, VAR, XVA), scenario analysis, cashflow generation, and model development.

Identifying and Advocating for New Models

You will identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients.

Writing and Maintaining High-Quality Code

You will write and maintain high-quality code that responds to business, functional, and quantitative requirements. This includes producing high-quality documentation that supports and expands engineering solutions, targeting both technical and non-technical audiences.

What We're Looking For

We are seeking a highly skilled Commodities Quantitative Developer to join our team. The ideal candidate will have:

3+ years of development experience using Python Strong problem-solving and communication skills, with the ability to convey technical topics to a diverse audience 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 in an enterprise risk system Strong software engineering culture supporting all phases of software development cycle Ability to understand unfamiliar code bases and debug applications Solid critical thinking and troubleshooting skills

What Will Make You Stand Out

Experience as a Quant/Quant Developer in the Commodities/Energy space Experience building, enhancing, and maintaining real-time quoting and risk systems Experience with any strongly-typed programming language(s) Familiarity with SecDB, Athena, Quartz, or other graph-based technologies

What We Offer

We offer a competitive salary range of $179,400.00 - $243,136.45, as well as a comprehensive benefits package, including:

Business casual atmosphere in a flexible working environment Team focused culture that promotes innovation and ownership Access to cutting-edge investment reporting technology and expertise Defined and undefined career pathways allowing you to grow your own way Competitive medical, dental, vision, and life insurance benefits Maternity and paternity leave Personal Time Off and Volunteer Time Off to give back to the community RSUs as well as employee stock purchase plan and 401k with match Work from anywhere 3 weeks out of the year Work from home Fridays

Clearwater Analytics is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status, age or any other federally protected class.

About the Company

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Clearwater Analytics Holdings Inc