Clearwater Analytics in New York is seeking a Quantitative Developer for Securitized Products to expand pricing libraries and risk analytics across ABS, CLO, MBS, CMBS. You will work with cross-functional teams to deliver valuation accuracy from model development to production deployment.
The role emphasizes strong Python coding, production quality, and ability to translate complex cash-flow structures into robust models, with collaboration across clients and internal stakeholders.
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Securitized Products Quant Developer - Valuation & Risk
Clearwater Analytics, LLC · New York, NY, USA ·
- Job type:
- Full Time