Clearwater Analytics is seeking a Quantitative Financial Analyst to join our Risk & Valuation team, supporting hedge fund clients. This is a hands-on role at the intersection of product, software development, and client success.
Requirements
- Act as a specialist subject matter resource for hedge fund valuation, pricing methodologies, and risk analytics.
- Research and develop enhanced approaches for financial product setups, pricing and associated market data inputs.
- Contribute detailed specifications for model design and enhancements.
- Design, maintain, and execute detailed test plans for pricing models and risk measurement features.
- Validate asset valuations, risk metrics, and trade capture workflows for accuracy and alignment with client requirements and market conventions.
- Investigate discrepancies in automated pricing or risk outputs, and propose corrective actions.
- Identify potential extensions to Clearwater’s risk and valuation capabilities in the hedge fund space.
- Collaborate with other SMEs, quantitative developers, and business analysts to refine and implement analytic methodology.
- Regularly assists developers in analyzing unexpected regressions for a code change.
- Support client discussions on complex valuation topics, providing clear explanations of valuation methodologies.
- Provide demonstrations and training for support teams.
Benefits
- Competitive compensation
- Locally appropriate benefits