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 Commodities Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Commodities product suite. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions for both developers and end-users focused on trading and risk management. Your contributions will help drive the continuous improvement of our platform's valuation, risk analytics, and trade management capabilities.
What You’ll Do
Develop pricing libraries for Risk and Valuation covering global commodities (OTC and exchange-traded products) including but not limited to Power, Gas, Oil, Crude, LNG and Metals
Build, extend, and maintain frameworks within the platform supporting products across asset classes, particularly commodities, their valuation, associated lifecycle and trade management, risks (e.g. Greeks, VAR, XVA), scenario analysis, cashflow generation, and model development.
Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
Write and maintain high-quality code that responds to business, functional and quantitative requirements.
Produce high-quality documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences
What We’re Looking For
3+ years of development experience using Python
Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience
Knowledge of commodities and energy markets
Knowledge of market conventions, deal structures, and pricing/risk management of derivatives
Experience in a front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics
Experience developing code in a production environment - preferably enterprise risk systems
Strong software engineering culture supporting all the phases of software development cycle
Ability to understand unfamiliar code bases and debug applications
Solid critical thinking and troubleshooting skills
What Will Make You Stand Out
Experience as a Quant/Quant Developer in the Commodities/Energy space
Experience building, enhancing, and maintaining real-time quoting and risk systems
Experience with any strongly-typed programming language(s)
Familiarity with SecDB, Athena, Quartz, or other graph-based technologies
What we offer:
Business casual atmosphere in a flexible working environment
Team focused culture that promotes innovation and ownership
Access cutting edge investment reporting technology and expertise
Defined and undefined career pathways allowing you to grow your own way
Competitive medical, dental, vision, and life insurance benefits
Maternity and paternity leave
Personal Time Off and Volunteer Time Off to give back to the community
401k with match
Work from anywhere 3 weeks out of the year
Work from home Fridays
Salary Range
Skills Required
- 3+ years of development experience using Python
- Knowledge of commodities and energy markets
- Experience in a front office development role, preferably on a trading desk
- Experience developing code in a production environment
- Strong problem-solving and communication skills
What the Team is Saying
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Clearwater Analytics (CWAN) Compensation & Benefits Highlights
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Retirement Support — A company 401(k) match with immediate vesting is consistently included alongside tax‑advantaged accounts. This indicates reliable long‑term savings support as part of the package.
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Equity Value & Accessibility — Equity participation is available through an employee stock purchase plan, with RSUs included for some roles. This adds ownership potential beyond base pay and bonus.
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Leave & Time Off Breadth — Paid time off is available from day one with a baseline around three weeks, plus company holidays and volunteer time. Flexible elements like work‑from‑home Fridays and limited “work from anywhere” periods broaden practical time‑off utility.
Clearwater Analytics (CWAN) Insights
What We Do
CWAN was founded on a simple belief: investment professionals deserve modern technology that actually works for them. Not legacy systems that slow them down. Not fragmented data that creates confusion. But one comprehensive platform that gives you complete visibility and crystal-clear insights. The result? Investment management that works as seamlessly as your investment strategy. Since our founding in 2004, CWAN has been the trusted technology partner powering the world’s leading institutional investors — from insurance companies, asset managers, and hedge funds to asset owners like corporations, endowments, and pension funds managing over $10 trillion in assets.
Why Work With Us
We continue to grow, fueled by a strong foundation, an ambitious vision, and a commitment to delivering exceptional value to our clients, partners, and team members around the world. What started as a bold idea in Boise, Idaho has rapidly transformed into a global presence. We’ve expanded our footprint significantly—now operating out of 24 offices
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Clearwater Analytics (CWAN) Offices
Hybrid Workspace
Employees engage in a combination of remote and on-site work.
