Quantitative Financial Analyst

Role Overview

• Researches and develops mathematical models for advanced financial calculations.
• Develops, maintains and executes test plans for financial models.
• Researches and analyzes various data to determine proper inputs for financial models.
• Performs hands-on testing of new financial products or enhancements to existing products.
• Defines complex scenarios and variations in data to adequately test the functionality.
• Monitors and investigates the automated test results.
• Submits defects in defect tracking system and retests and verifies these defects once they are fixed.
• Interacts with other Financial Subject Matter Experts (SMEs) and development teams to identify and refine requirements.
• Reviews and provides feedback on requirements, design, and scope documents.
• May assist with education and training regarding enhancements or newly created financial models.
• Regularly assists developers in analyzing unexpected regressions for a code change.
• Understands the data model for their domain, including the data consumed and produced by the code base.
• Successfully works with other teams to validate cross team changes.
• Builds productive internal/external working relationships.
• Verifies code changes that impact calculation methodologies within the projects that they are working on.
• Successfully and consistently performs Acceptance testing where appropriate.
• Regularly stays abreast of industry changes to their domain.
• Researches new calculations and collaborates with SDEs to implement calculations effectively in code independently.
• Is proactive in creating internal communication about calculation methodology.
• Participates in client conversations related to their domain.
• Participates in design process for features to provide computational considerations for feature development.
• Collaborates effectively with a variety of stakeholders across teams/departments.
• Understands how a change can have adverse downstream impacts and proactively prevents problems.
• Leads client conversations in their domain.
• Regularly stays abreast of industry changes to their domain and continues to expand breadth in domain.
• Identifies opportunities for product expansion in their domain.
• Mentors more junior members of the team in research and calculation expertise.
• Produces white papers about Clearwater solutions in their domain.

Requirements

• Finance, Economics, Engineering, Mathematics or similar degree or at least 3 years of applicable experience
• Extremely strong quantitative skills and advanced mathematics
• Strong communication skills
• Must be authorized to work in the U.S. for any employer
• Experience in Fixed Income Securities and Risk Analytics including cash flow analysis, OAS, and numerical methods (desired)
• SQL/Database experience (desired)
• Experience with Stochastic Modeling of Financial Markets (desired)
• Experience in Derivatives Pricing Models and Computing Implied Volatility (desired)

Tech Stack

• SQL

Benefits

• 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
• RSUs as well as employee stock purchase plan and 401k with match
• Work from anywhere 3 weeks out of the year
• Work from home Fridays