At a Glance
- Tasks: Develop and enhance models for valuation and risk management of securitized products.
- Company: Join Clearwater Analytics, a leader in investment accounting and risk analytics.
- Benefits: Competitive salary, flexible work options, and opportunities for professional growth.
- Other info: Collaborative environment with direct client interaction and career advancement potential.
- Why this job: Make a real impact in the finance world with innovative structured finance solutions.
- Qualifications: 3+ years in quantitative development, strong Python skills, and knowledge of structured products.
The predicted salary is between 60000 - 80000 € per year.
Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance. We serve some of the world’s largest insurance companies, hedge funds, asset managers, and institutional investors. We deliver decision-ready risk analytics that bring clarity and insight to multi-asset portfolios—highlighting exposures, sensitivities, scenarios, and performance drivers.
As a Fixed Income Quantitative Developer specializing in Securitized Products, you will play a critical role within the Quant team, helping to enhance and expand our structured finance product suite—including agency and non-agency MBS, ABS, CMBS, and CLOs. You will collaborate closely with cross-functional teams of developers and interact directly with clients to deliver solutions tailored to both developers and end-users focused on trading and risk management. Your contributions will help drive the continuous improvement of our platform’s valuation models, risk analytics, and trade lifecycle capabilities for securitized assets.
Responsibilities:
- Develop and enhance models for valuation, risk, and trade lifecycle management, with a focus on securitized products (e.g., MBS, ABS, CMBS, CLOs).
- Design, build, and maintain frameworks to support structured finance products, including deal modeling, cash flow generation, scenario analysis, and reporting (e.g., P&L attribution, WAL, credit enhancements).
- Integrate third-party models and data sources such as Intex and/or Andrew Davidson (AD&Co) into the platform to enable accurate analytics and structured product modeling.
- Contribute to the continuous evolution of Beacon’s infrastructure to meet the needs of clients across the structured finance ecosystem.
Requirements:
- 3+ years of experience in quantitative development, with a focus on structured products.
- Familiarity with agency and non-agency MBS, ABS, CMBS, or CLO markets.
- Experience with tools like Intex, Andrew Davidson & Co (AD&Co), or other structured finance analytics platforms.
- Strong understanding of deal structures, tranche modeling, waterfall logic, and prepayment/default scenarios.
- Production-level development experience in a high-level language, preferably Python.
- Strong problem-solving and communication skills; ability to explain complex technical concepts to a broad audience.
What Will Make You Stand Out:
- Prior experience working in a front-office or risk role supporting securitized products.
- Experience building or enhancing structured product analytics, valuation models, or cash flow engines.
- Familiarity with relevant market data sources (e.g., Bloomberg, TRACE, loan-level data providers).
- Experience working directly with clients to tailor structured product solutions, integrate custom models, or onboard new datasets.
- Familiarity with SecDB, Athena, Quartz, or other graph-based technologies.
Senior Quantitative Developer in London employer: Clearwater Analytics
Clearwater Analytics is an exceptional employer, offering a dynamic work environment that fosters innovation and collaboration among talented professionals. With a strong focus on employee growth, we provide ample opportunities for skill development and career advancement, all while working in the vibrant tech hub of Boise, Idaho. Our commitment to delivering cutting-edge solutions in investment analytics ensures that you will be part of a forward-thinking team dedicated to making a meaningful impact in the financial services industry.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Quantitative Developer in London
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, especially those who work with securitized products. Attend meetups or webinars where you can connect with potential colleagues and clients—it's all about making those valuable connections.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative development projects, especially those related to structured finance. This will give you an edge when discussing your experience during interviews.
✨Tip Number 3
Prepare for technical interviews by brushing up on your Python skills and understanding of deal structures. Practice explaining complex concepts in simple terms—this will help you impress both technical and non-technical interviewers.
✨Tip Number 4
Don't forget to apply through our website! We love seeing candidates who are genuinely interested in joining our team. Tailor your application to highlight your experience with MBS, ABS, CMBS, and CLOs to stand out from the crowd.
We think you need these skills to ace Senior Quantitative Developer in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the Senior Quantitative Developer role. Highlight your experience with structured products and any relevant tools like Intex or AD&Co. We want to see how your skills align with what we’re looking for!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re passionate about quantitative development and how your background makes you a perfect fit for our team. Don’t forget to mention specific projects or achievements that relate to securitized products.
Showcase Your Problem-Solving Skills:In your application, be sure to highlight your problem-solving abilities. Share examples of complex technical challenges you've tackled, especially those related to risk analytics or valuation models. We love seeing how you think!
Apply Through Our Website:We encourage you to apply through our website for the best chance of getting noticed. It’s super easy, and you’ll be able to submit all your materials in one go. Plus, it helps us keep track of your application!
How to prepare for a job interview at Clearwater Analytics
✨Know Your Structured Products
Make sure you brush up on your knowledge of agency and non-agency MBS, ABS, CMBS, and CLOs. Be ready to discuss specific examples of how you've worked with these products in the past, as well as any relevant models or frameworks you've developed.
✨Showcase Your Technical Skills
Since this role requires production-level development experience, be prepared to demonstrate your proficiency in Python or any other high-level language. You might even want to bring along a portfolio of your previous work or projects that highlight your quantitative development skills.
✨Communicate Clearly
You’ll need to explain complex technical concepts to a broad audience, so practice articulating your thoughts clearly and concisely. Think about how you can break down intricate ideas into simpler terms, especially when discussing deal structures or tranche modeling.
✨Engage with Real-World Scenarios
Prepare for scenario-based questions that test your problem-solving abilities. Consider how you would approach integrating third-party models or handling specific client requests. Being able to think on your feet and provide tailored solutions will impress your interviewers.
