Clearwater Analytics is looking to enhance and expand its structured finance product suite, including agency and non-agency MBS, ABS, CMBS, and CLOs, by improving valuation models, risk analytics, and trade lifecycle capabilities for securitized assets.
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.
- Experience building or enhancing structured product analytics, valuation models, or cash flow engines.
- Familiarity with SecDB, Athena, Quartz, or other graph-based technologies
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.
Other
- 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.
- Strong problem-solving and communication skills; ability to explain complex technical concepts to a broad audience.
- Prior experience working in a front-office or risk role supporting securitized products.
- Experience working directly with clients to tailor structured product solutions, integrate custom models, or onboard new datasets.
- 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.
