Lead Product Manager
Core
Own and drive the XVA and Monte Carlo PFE (MCPFE) product areas within the Credit Risk platform to support global banks and financial institutions.
Role type
Lead Product Manager (Counterparty Credit Risk)
Builds
XVA and MCPFE modules for the Credit Risk platform
Domain
Financial services / Quantitative finance / Counterparty Credit Risk
Deliverable
production ML models | product features
Required skills
Counterparty Credit Risk domain expertise, quantitative finance models, risk analytics, Java, SQL, roadmap definition, functional specification translation, client engagement
Preferred skills
CFA, FRM, MBA or master's in quantitative finance
Technologies
Java, SQL
Responsibilities
Define product roadmap and prioritize features for XVA/MCPFE modules, translate quantitative and regulatory requirements into functional specifications, guide engineering on model behavior and architecture, act as primary product contact for clients and presales teams
Seniority
Senior, hands-on IC