Overview
Senior Quantitative Developer responsible for architectural direction and delivery of pricing and risk capabilities on Clearwater Analytics’ Beacon platform.
What you'll do
- Lead architectural design of Beacon’s Python pricing and risk libraries.
- Own end-to-end delivery of pricing models for fixed income, commodity derivatives, FX, and index products.
- Define and enforce standards for pricing model implementation, testing, and validation workflows.
- Review model implementations, architectural proposals, and code standards across the quant engineering team.
- Architect and manage scalable cloud infrastructure for quant research and front-office production.
- Ensure reliability via robust EOD processing pipelines, automated regression testing, and observability tooling.
- Mentor developers and participate in technical interviews and hiring decisions.
What you'll need
- 8–12 years of experience in quantitative development or financial engineering.
- Expert-level Python, including designing libraries, optimizing performance hot paths, and setting coding standards.
- Deep fixed income pricing knowledge with model calibration and Greeks across multiple instrument types.
- Strong commodities derivatives knowledge including energy/metals/agricultural markets and seasonality/multi-factor models.
- Proven experience owning a quant model or library end-to-end in production fintech/financial services.
- Experience with CI/CD pipelines, automated testing frameworks, and production observability tooling.
- Degree in a quantitative discipline (B.Tech / M.Tech / MSc / MFE) or equivalent quantitative field.
Nice to have
- Stochastic volatility models (SABR, Heston, LMM) and Monte-Carlo simulation implementation.
- C++ expertise for shared pricing libraries consumed by Python wrappers.
- Familiarity with XVA (CVA, DVA, FVA) frameworks.
- Experience with real-time risk pipelines (intraday VaR, P&L attribution) at scale.
- Familiarity with distributed job orchestration and real-time data ingestion frameworks.
Details
- Location: Office - Mumbai.
Read the full description and apply on the company’s own careers page.
