{"id":2567685,"url":"https://alion.io/job/cwan-senior-quantitative-developer-securitized-products","title":"Senior Quantitative Developer, Securitized Products","company":{"id":1969767,"name":"CWAN","domain":"cwan.com","url":"https://alion.io/company/cwan-com","size_band":"201-500","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":"senior","employment_type":"full_time","work_mode":"remote","remote_scope":"stated_countries","remote_scope_basis":"board_field","remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["New York, United States"],"countries":["US"],"hiring_countries":["US"],"hiring_countries_total":1,"salary":{"min":156400,"max":210841,"currency":"USD","period":"year","gross":null,"usd_annual":210841},"salary_estimate":null,"experience_years_min":1,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-10-13T00:00:00Z","employer_posted_date":"2026-10-13","last_verified_at":"2026-10-14T23:58:29Z","board_verified":true,"closed_at":null,"days_open":2,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":2},"description":"Quantitative Developer - Securitized Products\nClearwater Analytics | Location : NY\nAbout Clearwater Analytics\nClearwater 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.\nThe Role\nAs a Securitized Products Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our structured products coverage across ABS, CLO, MBS, CMBS, and related asset classes. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions focused on valuation accuracy, risk analytics, and cash flow modeling. Your contributions will drive the continuous improvement of our platform's structured products capabilities - from model development through production deployment.\nWhat You'll Do\nDevelop and maintain pricing libraries and analytical models for securitized products including ABS, CLO, MBS, CMBS, and other structured credit instruments\nBuild, extend, and maintain frameworks within the platform supporting securitized product lifecycle management, including cash flow generation, prepayment modeling, credit enhancement structures, and tranche-level analytics\nImplement and maintain risk analytics covering interest rate sensitivities (DV01, duration, convexity), spread risk, scenario analysis, and stress testing across structured product portfolios\nDesign and develop models for prepayment, default, and loss severity - calibrated to market conventions and client-specific requirements\nIdentify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients\nProduce high-quality documentation targeting both technical and non-technical audiences, supporting and expanding engineering solutions\nWhat We're Looking For\n1-3 years of experience in quantitative development with a focus on securitized or structured products\nStrong understanding of structured product mechanics - deal structures, waterfall logic, cash flow prioritization, credit enhancement, and tranche-level risk\nFamiliarity with prepayment models (e.g., PSA, CPR) and credit risk frameworks applicable to ABS, MBS, CMBS, and CLO structures\nExperience developing production-quality code, preferably in Python, with a strong software engineering foundation\nStrong problem-solving and communication skills - ability to convey technical topics clearly to both technical and non-technical audiences\nWhat Will Make You Stand Out\nExperience in a front office or structured products development role supporting valuation, risk analytics, or portfolio analytics for securitized products\nHands-on experience building or maintaining pricing and risk systems in a production environment\nFamiliarity with relevant market data sources (Bloomberg, Intex, Trepp, MSCI, or similar) and structured product reference data\nExperience with interest rate modeling (e.g., Hull-White, short rate models) as it applies to structured product valuation\nPrior experience working directly with clients to customize platforms, integrate models, or develop technical solutions\nWhat We Offer\nBusiness casual atmosphere in a flexible working environment\nTeam-focused culture that promotes innovation and ownership\nAccess to cutting-edge investment reporting technology and expertise\nDefined and undefined career pathways allowing you to grow your own way\nCompetitive medical, dental, vision, and life insurance benefits\nMaternity and paternity leave\nPersonal Time Off and Volunteer Time Off to give back to the community\nWork from anywhere 3 weeks out of the year\nWork from home Fridays\nSalary Range\n156,400.00 - 210,841.00 USD Annual\nThis is the pay range the Company believes it will pay for this position at the time of this posting. Consistent with applicable law, compensation will be determined based on relevant experience, other job-related qualifications/skills, and geographic location (to account for comparative cost of living). The Company reserves the right to modify this pay range at any time. For this role, benefits include: health/vision/dental insurance, 401(k), PTO, parental leave, and medical leave, STD/LTD insurance benefits. Clearwater Analytics is An Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status, age or any other federally protected class.\nSalary Range\n$156,400.00 - $210,841.00This is the pay range the Company believes it will pay for this position at the time of this posting. Consistent with applicable law, compensation will be determined based on relevant experience, other job-related qualifications/skills, and geographic location (to account for comparative cost of living). The Company reserves the right to modify this pay range at any time. For this role, benefits include: health/vision/dental insurance, 401(k), PTO, parental leave, and medical leave, STD/LTD insurance benefits. Clearwater Analytics is An Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status, age or any other federally protected class.","description_format":"text","description_chars":5669,"description_truncated":false,"requirements":{"experience_years_min":1,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":null,"security_clearance":false,"languages":[]},"benefits":["Dental insurance","Flexible schedule","Life insurance","Parental leave"],"hiring_locations":[{"name":"United States","iso":"US","kind":"country"}],"hiring_excludes":[],"relocation_offered":false,"industries":["Asset Management & Funds","Financial Data & Market Intelligence"],"lifecycle":[{"event":"open","at":"2026-10-14T22:14:00Z"}],"visa":[],"liveness":{"score":90,"band":"hot","label":"Hiring now","p_open":1,"p_active":0.903,"p_room":1,"age_days":2,"expected_fill_days":39,"reasons":["conf:5","velocity","win:early","comp:brand"],"computed_at":"2026-10-15T05:46:00Z"},"pay":{"stated_usd_annual":210841,"is_top_pay":true},"html_url":"https://alion.io/job/cwan-senior-quantitative-developer-securitized-products","json_url":"https://alion.io/job/cwan-senior-quantitative-developer-securitized-products.json","meta":{"generated_at":"2026-10-15T22:23:59Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler_verified","counted_by":"address","units_charged":1,"used_today":33998,"day_limit":null,"remaining_today":null,"minute_limit":300,"resets_at":"2026-10-16T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":1969767},"rest":"https://alion.io/mcp/rest/get_company?id=1969767"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Fcwan-senior-quantitative-developer-securitized-products"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Fcwan-senior-quantitative-developer-securitized-products"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Fcwan-senior-quantitative-developer-securitized-products"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/cwan-senior-quantitative-developer-securitized-products\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Fcwan-senior-quantitative-developer-securitized-products"}]}