Clearwater Analytics
Clearwater Analytics

61 Clearwater Analytics Quantitative Developer Jobs Hiring Near You

We're looking for a Quantitative Developer - Derivatives to join our Chicago office. At IMC, the ... Familiarity with numerical analysis (stability, convergence, error propagation) is a plus

Additionally, you will gain valuable experience in data analysis and quantitative finance. You will ... We invite developers with a proven record of innovation and achievement in their fields to apply.

Senior Quantitative Developer Experience: 10-12 Years Location: New York Required Skills * Strong ... Experience in analytics such as turnover, volatility, Sharpe ratio . Key Responsibilities * Support ...

Verition Fund Management LLC is a multi-strategy hedge fund seeking a Quantitative Developer to ... The role involves designing and developing tools in Python for analysis, trading, and risk ...

NY · On-site

$95 - $130/hr

About The Role We're looking for an experienced Quantitative Developer; this role focuses on ... Process and analyze large, complex datasets (both structured and unstructured) using tools like SQL ...

Quantitative Developer

San Francisco, CA · On-site

$180K - $280K/yr

About the Role We're hiring a Quantitative Developer to help turn research ideas into production ... Implement, test, and refine models, signals, and analytical workflows. * Maintain a consistent ...

About The Role We're hiring a Quantitative Developer to help turn research ideas into ... Implement, test, and refine models, signals, and analytical workflows. * Maintain a consistent ...

Core Quantitative Developer

New York, NY · On-site

$213K - $240K/yr

As a Quant Developer you'll be focused on end to end ownership of electronic products and services ... Data Analysis : Utilize advanced statistical techniques and machine learning algorithms to analyze ...

New

As a Quantitative Developer / Research Engineer, you will be an early member of the team with ... analysis * The ability to enter an unfamiliar system, develop a clear mental model of it, and ...

We're looking for a Quantitative Developer - Derivatives to join our Chicago office. At IMC, the ... Familiarity with numerical analysis (stability, convergence, error propagation) is a plus The Base ...

Quantitative Developer

Manhattan, NY · On-site

$175 - $250/hr

About the Role As a Quantitative Developer / Research Engineer, you will be an early member of the ... analysis * The ability to enter an unfamiliar system, develop a clear mental model of it, and ...

About the Role We're hiring a Quantitative Developer to help turn research ideas into production ... Implement, test, and refine models, signals, and analytical workflows. * Maintain a consistent ...

The work combines quantitative development, Python and C++ engineering, market data, low-latency ... analytical judgment and learning ability. - Strong computer science fundamentals, including data ...

IMC is looking for a Quantitative Developer to own the full path from research to production. This ... Strong production experience in Python, including data analysis workflows (pandas, polars, or ...

Showing results 41-60

Quantitative Developer - Derivatives

IMC

Chicago, IL • On-site

Full-time

Re-posted 21 days ago


Job description

We're looking for a Quantitative Developer - Derivatives to join our Chicago office.

At IMC, the Pricing and Risk (PAR) team owns the firm's core quantitative library for live derivatives pricing and risk. This library sits directly in the critical path of our HFT market making systems and serves as the real-time source of truth for valuation across all strategies. It is both foundational and constantly evolving, with extremely high expectations for performance and correctness.

The platform runs at scale across thousands of servers and is developed collaboratively across desks and regions. The team works closely with global counterparts to ensure consistency in how derivatives are modeled and priced across the firm.

Our primary focus is options and volatility modeling, alongside support for a broader set of asset classes including fixed income, ETFs, and FX.

This role sits at the intersection of quantitative modeling and high-performance engineering, similar to roles often titled Quant Developer or Strategist.

Your Core Responsibilities

  • Design and implement high-performance numerical algorithms for pricing and risk
  • Build and improve models that reflect real market behavior, balancing accuracy, stability, and latency
  • Own core components of the firm's pricing library, from models to calculation graphs to central infrastructure
  • Work closely with quants and engineers to ensure models are robust, explainable, and production-ready
  • Contribute across the full lifecycle: research, implementation, validation, and performance optimization
  • Write clean, maintainable production code in C++ and Java

Your Skills and Experience

  • 5+ years of experience in a trading or financial environment working on pricing or risk systems
  • Strong understanding of derivatives pricing, especially options and volatility
  • Solid background in mathematics, physics, computer science, or a related quantitative field
  • Extensive C++ and/or Java skills, with experience building production systems
  • Experience working closely with quants, traders, or similarly technical stakeholders
  • Ability to translate quantitative models into reliable, scalable systems
  • Experience with PDE methods or other advanced numerical techniques is a strong plus
  • Familiarity with numerical analysis (stability, convergence, error propagation) is a plus