Senior Quantitative Developer - Commodities

About the role

Clearwater Analytics is seeking a Commodities Quantitative Developer to join our Quant team. This role involves enhancing and expanding our Commodities product suite, working closely with cross-functional teams, and delivering solutions for both developers and end-users focused on trading and risk management.

Responsibilities

• 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
• 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
• Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
• Write and maintain high-quality code that responds to business, functional and quantitative requirements
• Produce high-quality documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences

Requirements

• 3+ years of development experience using Python
• Strong problem-solving and communication skills, 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 enterprise risk systems
• Strong software engineering culture supporting all the phases of software development cycle
• Solid critical thinking and troubleshooting skills

Qualifications

• 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

Skills

• Strong software engineering culture supporting all the phases of software development cycle
• Solid critical thinking and troubleshooting skills

Benefits

• Business casual atmosphere in a flexible working environment
• Team focused culture that promotes innovation and ownership
• Access 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
• Work from anywhere 3 weeks out of the year
• Work from home Fridays
• Salary Range $179,000.00 - $243,000.00 USD Annual
• This is the pay range the Company believes it will pay for this position at the time of this posting. Consistent with applicable law, compensation will be determined based on relevant experience, other job-related qualifications/skills, and geographic location (to account for comparative cost of living).
• The Company reserves the right to modify this pay range at any time.
• For this role, benefits include: health/vision/dental insurance, 401(k), PTO, parental leave, and medical leave, STD/LTD insurance benefits.

Pay

• $179,000.00 - $243,000.00 USD Annual

Schedule

• Flexible working environment

Benefits

• Health/vision/dental insurance
• 401(k)
• PTO
• Paternity leave
• Medical leave
• STD/LTD insurance benefits

Company

• An Equal Opportunity/Affirmative Action Employer