ZipRecruiter

Log In

1

Derivative Quant Developer Jobs (NOW HIRING)

Anson McCade

Equity Vol Strat

Manhattan, NY · On-site

$400K/yr

Experience: 6-8 years as a quantitative strategist/developer in equity derivatives within a trading desk environment. * Product & Market Knowledge: * In-depth understanding of equity market data and ...

Bloomberg

Quant Analyst - Market Risk

Manhattan, NY · On-site

These models include those for pricing derivative products across all major asset classes ... This includes coordination of fellow team members as well as collaboration with Engineering ...

Citigroup Inc.

Quantitative Developer (VP)

Manhattan, NY · On-site

$175K - $250K/yr

Understanding of financial products, derivatives, pricing models, and risk management concepts ... Physics, Engineering, or a related quantitative discipline. Why Join Citi? * Work directly with ...

Citigroup, Inc.

Quantitative Developer (VP)

New York, NY · On-site

$175K - $250K/yr

Understanding of financial products, derivatives, pricing models, and risk management concepts ... Physics, Engineering, or a related quantitative discipline. Why Join Citi? * Work directly with ...

previous page

Showing results 41-60

All JobsTechnology JobsSoftware JobsQuantitative Developer JobsDerivative Quant Developer Jobs

Derivative Quant Developer information

What are popular job titles related to Derivative Quant Developer jobs?

For Derivative Quant Developer jobs, the most frequently searched job titles are:

Infographic showing various Derivative Quant Developer job openings in the United States as of August 2026, with employment types broken down into 84% Full Time, 2% Part Time, and 14% Contract. Highlights an 81% Physical, 5% Hybrid, and 14% Remote job distribution.

Staff Quantitative Developer

Manhattan, NY • On-site

Clearwater Analytics, LLC
Software Development • 1 - 5K employees
Learn more about Clearwater Analytics, LLCexternal

$179K - $243K/yr

Other

Medical, Dental, Vision, Retirement, PTO

Re-posted 11 days ago

Job description

About the Role

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.

Responsibilities
  • 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.
Required Qualifications
  • 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.
Salary Range

$179,400.00 - $243,136.45

Benefits
  • Health, vision, and dental insurance
  • 401(k)
  • Paid time off (PTO)
  • Parental leave and medical leave
  • STD/LTD insurance benefits

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.

#J-18808-Ljbffr

Apply