About this role
Quantitative Developer - Securitized Products at Clearwateranalytics. Location: New York City, New York, United States. Role: developing models, maintaining libraries, building frameworks Requirements: 1–3 years quantitative development experience focused on securitized/structured products, strong understanding of deal mechanics and prepayment/credit models, production Python coding, and strong communication skills. Category: Software Development Seniority: Entry Level Tools: Python, Bloomberg, Intex, Trepp, MSCI Commitment: Full Time Workplace: Onsite Languages: English