About Clearwater Analytics

Role Overview

We are looking for a Senior Software Engineer to join the Beacon Risk & Pricing Platform team. In this role you will design, build, and operate mission-critical market data and reference data pipelines that feed our real-time pricing and risk engines. You will work closely with quant researchers, data vendors, and platform engineers to ensure that high-quality, low-latency data flows reliably across the entire investment analytics stack.

This is a high-impact, high-ownership role. You will make architectural decisions, mentor peers, and directly influence how Clearwater ingests, normalises, and distributes market data at scale.

What You'll Do

Market & Reference Data Pipelines

- Design and build scalable Python-based ETL/ELT pipelines ingesting multi-asset market data (equities, fixed income, derivatives, FX, commodities) from vendors such as Bloomberg, Refinitiv/LSEG, ICE Data Services, and FactSet.
- Engineer and maintain a robust securities master (reference data) system covering identifiers (CUSIP, ISIN, SEDOL, FIGI), corporate actions, instrument attributes, and classification hierarchies.
- Build real-time and batch data feeds using AWS-native services (Kinesis, MSK/Kafka, Glue, Lambda, Step Functions) with SLAs measured in milliseconds to seconds.
- Implement data quality frameworks — completeness checks, anomaly detection, stale-data alerting, and automated reconciliation against authoritative vendor sources.

Platform & Infrastructure

- Architect cloud-native, event-driven data infrastructure on AWS (S3, Redshift, RDS Aurora, DynamoDB, ElastiCache) with Infrastructure-as-Code (Terraform / CDK).
- Contribute to CI/CD pipelines and ensure deployments are automated, tested,



and observable (CloudWatch, Datadog, OpenTelemetry).
- Drive schema design, data modelling, and partitioning strategies that balance query performance against storage cost at petabyte scale.

What You'll Bring

- 7+ years of software engineering experience, with at least 4 years building production data pipelines in Python (Pandas, PySpark, asyncio, or equivalent).
- Deep hands-on experience with AWS data services: S3, Glue, Lambda, Kinesis / MSK, Redshift, RDS, Step Functions.
- Strong understanding of market data domains — pricing, corporate actions, identifier mapping, instrument reference data — from a financial services or fintech context.
- Experience designing and operating high-availability, low-latency streaming and batch pipelines in production.
- Proficiency in SQL and data modelling for analytical and operational workloads.
- Familiarity with data quality patterns: schema validation, reconciliation, SLA monitoring, dead-letter queues, and alerting.
- Strong communication skills — you write clear design docs, run productive tech discussions, and collaborate across disciplines.

Preferred

- Experience with securities master / reference data systems: CUSIP, ISIN, SEDOL, FIGI, and corporate action processing.
- Prior integration with major market data vendors (Bloomberg B-PIPE / SAPI, Refinitiv/LSEG Elektron, ICE Data Services).
- Knowledge of Apache Airflow or similar workflow orchestration tools.
- Experience with Apache Iceberg, Delta Lake, or other open table formats for data lake management.
- Familiarity with risk or pricing platforms in asset management or insurance investment operations.
- AWS Qualified or Specialty certifications (Data Analytics, Solutions Architect).

📌 Sr. Software Development Engineer (Noida)
🏢 Clearwater Analytics
📍 Noida