The Quantitative Analyst will work within the Analytics Engineering team to develop pricing and risk analytics that power Numerix’s product offerings.

What You’ll Do:

• Design and implement new features in our C++ analytics library and ensure quality by writing automated tests in Python.
• Investigate reported issues with our software and fix bugs as needed.
• Provide support to the client-facing teams as they win business and help our clients succeed with our products.
• Maintain and improve technical documentation for internal and external use.
• Continually deepen knowledge of quantitative finance and software engineering through self and assisted studies.

What We’re Looking For:

• A graduate degree in a quantitative discipline (e.g., mathematics, physics, statistics, engineering, quantitative finance).
• 2–5 years of technical work and/or research experience, preferably in quantitative finance, derivatives, or fixed income.
• Programming experience with C++ and Python and an understanding of object-oriented design.
• Solid understanding of derivative pricing and fixed income fundamentals.
• Strong ability to communicate and collaborate in cross-functional settings.

Where You’ll Work:

This is a remote role, open to all who reside in Canada.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

Where You'll Work:

This is a hybrid role, open to those who live in the areas of London, UK, New York, USA (midtown Manhattan), Toronto (GTA) or Milan, Italy.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

We are seeking a high‑performing Senior Enterprise Sales Executive to drive new revenue growth across the United States. This role is designed for experienced sellers who bring intensity, discipline, and curiosity to their craft—and who are motivated to push themselves beyond past success.  This is not a role for sellers who rely primarily on long‑standing relationships or inbound demand. Today’s enterprise environment requires strong hunting skills, structured deal execution, fluency with modern sales tools, and the ability to run sophisticated, insight‑driven sales campaigns.

If you bring proven success, strong internal drive, and a desire to continually evolve how you sell, this role offers the opportunity to make serious impact.

What You’ll Do:

• Own a defined enterprise territory with full responsibility for pipeline creation, deal execution, and revenue results
• Consistently generate net‑new pipeline through proactive prospecting, targeted outbound, and account‑based selling strategies
• Lead complex enterprise sales cycles by uncovering customer pain, business drivers, and decision processes
• Run structured sales campaigns using rigorous qualification and deal management practices.  Preference will be given to candidates with experience with MEDDPICC sales methodology as well as Salesforce, Clari and Highspot.
• Drive momentum throughout the sales cycle by setting clear next steps, managing stakeholders, and mitigating deal risk
• Maintain accurate CRM data and forecasts using Salesforce and related forecasting tools
• Leverage enablement platforms, data, and AI‑powered tools to improve prospecting effectiveness, deal strategy, and productivity
• Build credibility with technical stakeholders and senior executives, including C‑level buyers
• Collaborate cross‑functionally to ensure strong deal execution, customer adoption, and sustained account growth
• Operate with a high level of urgency, ownership, and accountability in a performance‑driven sales environment

What We’re Looking For:

• 7+ years of enterprise sales experience in software, data, or services, with a clear and verifiable track record of success
• Demonstrated competitive drive, resilience, and “fire”—someone who wants more from their career and is not satisfied coasting on past wins
• Proven success in hunting and net‑new opportunity creation, not solely expanding existing relationships
• Ability to run disciplined, insight‑led sales motions that go well beyond relationship‑based selling
• Strong experience gathering, synthesizing, and applying complex customer information to guide deal strategy
• Hands‑on experience with structured sales methodologies, preferably MEDDPICC, to qualify and manage opportunities
• Strong proficiency in Salesforce; experience with Clari and Highspot is strongly preferred
• Demonstrated use of AI within the sales process to improve research quality, prioritization, forecasting, or deal execution
• Comfort operating in a high‑expectation environment with regular deal inspection and forecast scrutiny
• Coachable and adaptable, with a willingness to adopt new tools, processes, and selling approaches
• High standards for preparation, execution quality, and follow‑through
• Deep sense of ownership over results—this role rewards accountability and action

Preferred Industry Experience:

• Experience selling Trading and Risk Management software
• Familiarity with firms trading Derivatives, Fixed Income, and/or Structured Credit

Where You’ll Work:

This role is based out of our beautiful Manhattan office at 100 Park Avenue, and the successful candidate is expected to be onsite five days per week when not traveling. Travel requirements are up to 30%.

A Note on Compensation:

Compensation is determined based on the preferred primary location listed above and may vary depending on experience, skills, and geographic location.

The Product Specialist - XVA and CCR will work within the product management team to support the development of a next-generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Counterparty Credit Risk (CCR) and XVA (CVA, DVA, FVA, etc.) capabilities.

This role requires a hands-on Product Specialist with business analysis skills who will work closely with internal Risk teams and UX/Design stakeholders to translate complex risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that CCR and XVA functionality is not only analytically correct, but also usable, explainable, and efficient for end users such as traders, risk managers, and control teams.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across CCR and XVA workflows.
• Act as a key liaison between Risk teams, Product Management, UX/Design, and Development, ensuring that risk methodologies are reflected in clear, intuitive user experiences.
• Lead the definition of user‑centric requirements for CCR and XVA features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA, with a strong emphasis on end‑user needs.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for CCR/XVA initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and ongoing clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Risk teams to capture requirements related to exposure, PFE, netting, collateral, margining, SA‑CCR/IMM, and XVA, and translate them into clear UI‑level behaviors, user flows, controls, and explanations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation concepts, user interactions, and terminology, ensuring consistency and usability across CCR and XVA features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of end‑user features.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with specific attention to how end users consume, understand, and act on risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex CCR/XVA concepts into clear, consumable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on CCR/XVA requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT alongside Risk and business users to validate that CCR and XVA functionality is accurate, intuitive, explainable, and aligned with real user workflows.
• Support presales, client demonstrations, and onboarding activities by explaining CCR/XVA user workflows and UI behaviors in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, or a related field.
• 5+ years of experience in the Financial Services industry, including experience working directly with end‑user applications in front office, middle office, or risk functions.
• Strong domain expertise in Counterparty Credit Risk and XVA, including exposure calculation, PFE, netting and collateral, margining, and valuation adjustments (CVA, DVA, FVA, etc.).
• Demonstrated experience collaborating closely with Risk teams to capture, document, and validate risk requirements and methodologies.
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management).
• Strong appreciation for UX and usability in financial applications, with the ability to translate complex risk analytics into intuitive and efficient user workflows.
• Solid understanding of the Derivative Trade Lifecycle and how CCR and XVA concepts are consumed by end users across Front, Middle, and Risk functions.
• Familiarity with financial product structures, curve building, market and reference data as presented in user‑facing systems.
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces.
• Excellent written and verbal communication skills, with the ability to communicate effectively with risk professionals, developers, designers, and business users.
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric CCR and XVA capabilities.
  

Where You’ll Work:

This is a hybrid or remote role, open to the EMEA region with a preference for those who live in the Milan, Italy area.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Trading will work within the Product Management organization on the Trade Management & Workflow vertical of Oneview, a next‑generation front‑to‑risk application for the financial markets industry.

The role owns the end‑to‑end functional specification of a trade as it lives within Oneview: from pre‑trade analysis and validation, through trade capture and booking, across all lifecycle events, and through interactions with upstream and downstream systems. These include upstream trading venues and clearing platforms, as well as downstream payment, settlement, and back‑office systems. The remit also includes trade‑level settled cash flows and their full lifecycle.

While primarily focused on workflows and controls rather than analytics, the role requires a solid understanding of core risk management concepts to ensure trade processes are risk‑aware and fully compatible with downstream risk and PnL analytics.

What You'll Do:

• Define functional specifications for the complete trade lifecycle within a front‑to‑risk application, from pre‑trade checks through booking, lifecycle events, and termination.
• Own user‑centric requirements in JIRA for trade capture, booking models, lifecycle states, approvals, validations, and workflow orchestration.
• Specify interactions with upstream systems such as execution venues, trading platforms, and clearing houses (e.g. trade enrichment, confirmations, clearing state).
• Define workflows governing downstream integrations with payment systems, settlement platforms, and back‑office systems.
• Own functional behavior for trade‑level settled cash flows, including generation, amendments, netting, settlement status, and lifecycle tracking.
• Define booking hierarchies and core trade attributes (legal entity, desk, book) and ensure correctness for downstream risk, PnL, and operations.
• Collaborate with UX/Design to define intuitive screens for trade capture, lifecycle tracking, workflow actions, and operational views.
• Ensure workflows enforce appropriate controls, roles, permissions, and approval chains.
• Define functional test cases and support reviews and UAT with trading, operations, and risk users.
• Act as the primary functional contact for developers on Trade Management & Workflow topics.

What We're Looking For:

• 5+ years of experience with trade management or front‑to‑back trading systems.
• Strong understanding of the full derivative trade lifecycle, including clearing, settlement, and cash‑flow processing.
• Good working knowledge of risk management fundamentals (PnL, sensitivities, VaR, exposure) and their dependency on accurate trade and lifecycle data.
• Experience specifying workflows involving upstream venues or clearing platforms and downstream payment and back‑office systems.
• Proven ability to write clear, structured, user‑centric requirements in JIRA.
• Exposure to multiple asset classes and their lifecycle specificities.
• Strong communicator, comfortable working across product, engineering, trading, operations, and risk teams.

Where You’ll Work:

This is a hybrid or remote role, open to the USA and Canada with a preference for those who live in the New York City area.  The successful candidate must agree to work in Eastern Time Zone hours.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Market Risk will work within the product management team to support the development of a next‑generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Market Risk capabilities.

This role requires a hands‑on Product Specialist with Business Analysis skills who will work closely with internal Risk teams and the application product management to translate complex market risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that Market Risk functionality is not only analytically robust, but also clear, explainable, and efficient for end users such as traders, market risk managers, desk risk controllers, and senior risk stakeholders.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across Market Risk workflows.
• Act as a key liaison between Market Risk teams, Product Management, UX/Design, and Development, ensuring risk methodologies are accurately reflected in intuitive user experiences.
• Lead the definition of user‑centric requirements for Market Risk features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for Market Risk initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and continuous clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Market Risk teams to capture requirements related to VaR, SVaR, stress testing, sensitivities (Greeks, DV01), limits, risk aggregation, and intraday risk, and translate them into clear UI‑level behaviors, user flows, controls, and visualizations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation models, interaction patterns, reporting views, and risk visualizations, ensuring consistency and usability across Market Risk features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of Market Risk end‑user functionality.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with particular focus on how different user personas consume, analyze, and act on market risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex Market Risk concepts into clear, consumable, and actionable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on Market Risk requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT together with Market Risk and business users to validate that Market Risk functionality is accurate, intuitive, explainable, and aligned with real‑world risk management workflows.
• Support presales, client demonstrations, and onboarding activities by explaining Market Risk user workflows, dashboards, and analytics in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, engineering, or a related field
• 5+ years of experience in the Financial Services industry, including experience working with end‑user Market Risk applications in front office, middle office, or risk functions
• Strong domain expertise in Market Risk, including VaR/SVaR methodologies, stress testing, sensitivities, limits monitoring, and risk aggregation across asset classes
• Demonstrated experience collaborating closely with Market Risk teams to capture, document, and validate risk requirements and methodologies
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management)
• Strong appreciation for UX and usability in risk applications, with the ability to translate quantitative market risk analytics into intuitive user workflows and visualizations
• Solid understanding of the Derivative Trade Lifecycle and the interaction between trading activity, market data, pricing, and market risk metrics
• Exposure to multiple asset classes (Fixed Income, Equities, FX, Credit, Commodities) and their Market Risk characteristics
• Familiarity with market data, curves, scenarios, and reference data as presented in user‑facing systems
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces
• Excellent written and verbal communication skills, with the ability to communicate effectively with market risk professionals, developers, designers, and business users
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric Market Risk capabilities

Where You’ll Work:

This is a hybrid or remote role, open to the USA and Canada with a preference for those who live in the New York City area.  The successful candidate must agree to work in Eastern Time Zone hours.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - XVA and CCR will work within the product management team to support the development of a next-generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Counterparty Credit Risk (CCR) and XVA (CVA, DVA, FVA, etc.) capabilities.

This role requires a hands-on Product Specialist with business analysis skills who will work closely with internal Risk teams and UX/Design stakeholders to translate complex risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that CCR and XVA functionality is not only analytically correct, but also usable, explainable, and efficient for end users such as traders, risk managers, and control teams.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across CCR and XVA workflows.
• Act as a key liaison between Risk teams, Product Management, UX/Design, and Development, ensuring that risk methodologies are reflected in clear, intuitive user experiences.
• Lead the definition of user‑centric requirements for CCR and XVA features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA, with a strong emphasis on end‑user needs.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for CCR/XVA initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and ongoing clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Risk teams to capture requirements related to exposure, PFE, netting, collateral, margining, SA‑CCR/IMM, and XVA, and translate them into clear UI‑level behaviors, user flows, controls, and explanations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation concepts, user interactions, and terminology, ensuring consistency and usability across CCR and XVA features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of end‑user features.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with specific attention to how end users consume, understand, and act on risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex CCR/XVA concepts into clear, consumable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on CCR/XVA requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT alongside Risk and business users to validate that CCR and XVA functionality is accurate, intuitive, explainable, and aligned with real user workflows.
• Support presales, client demonstrations, and onboarding activities by explaining CCR/XVA user workflows and UI behaviors in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, or a related field.
• 5+ years of experience in the Financial Services industry, including experience working directly with end‑user applications in front office, middle office, or risk functions.
• Strong domain expertise in Counterparty Credit Risk and XVA, including exposure calculation, PFE, netting and collateral, margining, and valuation adjustments (CVA, DVA, FVA, etc.).
• Demonstrated experience collaborating closely with Risk teams to capture, document, and validate risk requirements and methodologies.
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management).
• Strong appreciation for UX and usability in financial applications, with the ability to translate complex risk analytics into intuitive and efficient user workflows.
• Solid understanding of the Derivative Trade Lifecycle and how CCR and XVA concepts are consumed by end users across Front, Middle, and Risk functions.
• Familiarity with financial product structures, curve building, market and reference data as presented in user‑facing systems.
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces.
• Excellent written and verbal communication skills, with the ability to communicate effectively with risk professionals, developers, designers, and business users.
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric CCR and XVA capabilities.

Where You’ll Work:

This is a hybrid or remote role, open to the USA and Canada with a preference for those who live in the New York City area.  The successful candidate must agree to work in Eastern Time Zone hours.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Trading will work within the Product Management organization on the Trade Management & Workflow vertical of Oneview, a next‑generation front‑to‑risk application for the financial markets industry.

The role owns the end‑to‑end functional specification of a trade as it lives within Oneview: from pre‑trade analysis and validation, through trade capture and booking, across all lifecycle events, and through interactions with upstream and downstream systems. These include upstream trading venues and clearing platforms, as well as downstream payment, settlement, and back‑office systems. The remit also includes trade‑level settled cash flows and their full lifecycle.

While primarily focused on workflows and controls rather than analytics, the role requires a solid understanding of core risk management concepts to ensure trade processes are risk‑aware and fully compatible with downstream risk and PnL analytics.

What You'll Do:

• Define functional specifications for the complete trade lifecycle within a front‑to‑risk application, from pre‑trade checks through booking, lifecycle events, and termination.
• Own user‑centric requirements in JIRA for trade capture, booking models, lifecycle states, approvals, validations, and workflow orchestration.
• Specify interactions with upstream systems such as execution venues, trading platforms, and clearing houses (e.g. trade enrichment, confirmations, clearing state).
• Define workflows governing downstream integrations with payment systems, settlement platforms, and back‑office systems.
• Own functional behavior for trade‑level settled cash flows, including generation, amendments, netting, settlement status, and lifecycle tracking.
• Define booking hierarchies and core trade attributes (legal entity, desk, book) and ensure correctness for downstream risk, PnL, and operations.
• Collaborate with UX/Design to define intuitive screens for trade capture, lifecycle tracking, workflow actions, and operational views.
• Ensure workflows enforce appropriate controls, roles, permissions, and approval chains.
• Define functional test cases and support reviews and UAT with trading, operations, and risk users.
• Act as the primary functional contact for developers on Trade Management & Workflow topics.

Qualifications:

• 5+ years of experience with trade management or front‑to‑back trading systems.
• Strong understanding of the full derivative trade lifecycle, including clearing, settlement, and cash‑flow processing.
• Good working knowledge of risk management fundamentals (PnL, sensitivities, VaR, exposure) and their dependency on accurate trade and lifecycle data.
• Experience specifying workflows involving upstream venues or clearing platforms and downstream payment and back‑office systems.
• Proven ability to write clear, structured, user‑centric requirements in JIRA.
• Exposure to multiple asset classes and their lifecycle specificities.
• Strong communicator, comfortable working across product, engineering, trading, operations, and risk teams.

Where You’ll Work:

This is a hybrid or remote role, open to the EMEA region with a preference for those who live in the Milan, Italy area.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Market Risk will work within the product management team to support the development of a next‑generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Market Risk capabilities.

This role requires a hands‑on Product Specialist with Business Analysis skills who will work closely with internal Risk teams and the application product management to translate complex market risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that Market Risk functionality is not only analytically robust, but also clear, explainable, and efficient for end users such as traders, market risk managers, desk risk controllers, and senior risk stakeholders.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across Market Risk workflows.
• Act as a key liaison between Market Risk teams, Product Management, UX/Design, and Development, ensuring risk methodologies are accurately reflected in intuitive user experiences.
• Lead the definition of user‑centric requirements for Market Risk features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for Market Risk initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and continuous clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Market Risk teams to capture requirements related to VaR, SVaR, stress testing, sensitivities (Greeks, DV01), limits, risk aggregation, and intraday risk, and translate them into clear UI‑level behaviors, user flows, controls, and visualizations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation models, interaction patterns, reporting views, and risk visualizations, ensuring consistency and usability across Market Risk features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of Market Risk end‑user functionality.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with particular focus on how different user personas consume, analyze, and act on market risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex Market Risk concepts into clear, consumable, and actionable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on Market Risk requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT together with Market Risk and business users to validate that Market Risk functionality is accurate, intuitive, explainable, and aligned with real‑world risk management workflows.
• Support presales, client demonstrations, and onboarding activities by explaining Market Risk user workflows, dashboards, and analytics in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, engineering, or a related field
• 5+ years of experience in the Financial Services industry, including experience working with end‑user Market Risk applications in front office, middle office, or risk functions
• Strong domain expertise in Market Risk, including VaR/SVaR methodologies, stress testing, sensitivities, limits monitoring, and risk aggregation across asset classes
• Demonstrated experience collaborating closely with Market Risk teams to capture, document, and validate risk requirements and methodologies
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management)
• Strong appreciation for UX and usability in risk applications, with the ability to translate quantitative market risk analytics into intuitive user workflows and visualizations
• Solid understanding of the Derivative Trade Lifecycle and the interaction between trading activity, market data, pricing, and market risk metrics
• Exposure to multiple asset classes (Fixed Income, Equities, FX, Credit, Commodities) and their Market Risk characteristics
• Familiarity with market data, curves, scenarios, and reference data as presented in user‑facing systems
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces
• Excellent written and verbal communication skills, with the ability to communicate effectively with market risk professionals, developers, designers, and business users
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric Market Risk capabilities

Where You’ll Work:

This is a hybrid or remote role, open to the APAC region.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Market Risk will work within the product management team to support the development of a next‑generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Market Risk capabilities.

This role requires a hands‑on Product Specialist with Business Analysis skills who will work closely with internal Risk teams and the application product management to translate complex market risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that Market Risk functionality is not only analytically robust, but also clear, explainable, and efficient for end users such as traders, market risk managers, desk risk controllers, and senior risk stakeholders.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across Market Risk workflows.
• Act as a key liaison between Market Risk teams, Product Management, UX/Design, and Development, ensuring risk methodologies are accurately reflected in intuitive user experiences.
• Lead the definition of user‑centric requirements for Market Risk features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for Market Risk initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and continuous clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Market Risk teams to capture requirements related to VaR, SVaR, stress testing, sensitivities (Greeks, DV01), limits, risk aggregation, and intraday risk, and translate them into clear UI‑level behaviors, user flows, controls, and visualizations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation models, interaction patterns, reporting views, and risk visualizations, ensuring consistency and usability across Market Risk features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of Market Risk end‑user functionality.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with particular focus on how different user personas consume, analyze, and act on market risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex Market Risk concepts into clear, consumable, and actionable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on Market Risk requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT together with Market Risk and business users to validate that Market Risk functionality is accurate, intuitive, explainable, and aligned with real‑world risk management workflows.
• Support presales, client demonstrations, and onboarding activities by explaining Market Risk user workflows, dashboards, and analytics in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, engineering, or a related field
• 5+ years of experience in the Financial Services industry, including experience working with end‑user Market Risk applications in front office, middle office, or risk functions
• Strong domain expertise in Market Risk, including VaR/SVaR methodologies, stress testing, sensitivities, limits monitoring, and risk aggregation across asset classes
• Demonstrated experience collaborating closely with Market Risk teams to capture, document, and validate risk requirements and methodologies
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management)
• Strong appreciation for UX and usability in risk applications, with the ability to translate quantitative market risk analytics into intuitive user workflows and visualizations
• Solid understanding of the Derivative Trade Lifecycle and the interaction between trading activity, market data, pricing, and market risk metrics
• Exposure to multiple asset classes (Fixed Income, Equities, FX, Credit, Commodities) and their Market Risk characteristics
• Familiarity with market data, curves, scenarios, and reference data as presented in user‑facing systems
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces
• Excellent written and verbal communication skills, with the ability to communicate effectively with market risk professionals, developers, designers, and business users
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric Market Risk capabilities

Where You’ll Work:

This is a hybrid or remote role, open to the EMEA region with a preference for those who live in the Milan, Italy area.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - XVA and CCR will work within the product management team to support the development of a next-generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Counterparty Credit Risk (CCR) and XVA (CVA, DVA, FVA, etc.) capabilities.

This role requires a hands-on Product Specialist with business analysis skills who will work closely with internal Risk teams and UX/Design stakeholders to translate complex risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that CCR and XVA functionality is not only analytically correct, but also usable, explainable, and efficient for end users such as traders, risk managers, and control teams.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across CCR and XVA workflows.
• Act as a key liaison between Risk teams, Product Management, UX/Design, and Development, ensuring that risk methodologies are reflected in clear, intuitive user experiences.
• Lead the definition of user‑centric requirements for CCR and XVA features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA, with a strong emphasis on end‑user needs.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for CCR/XVA initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and ongoing clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Risk teams to capture requirements related to exposure, PFE, netting, collateral, margining, SA‑CCR/IMM, and XVA, and translate them into clear UI‑level behaviors, user flows, controls, and explanations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation concepts, user interactions, and terminology, ensuring consistency and usability across CCR and XVA features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of end‑user features.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with specific attention to how end users consume, understand, and act on risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex CCR/XVA concepts into clear, consumable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on CCR/XVA requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT alongside Risk and business users to validate that CCR and XVA functionality is accurate, intuitive, explainable, and aligned with real user workflows.
• Support presales, client demonstrations, and onboarding activities by explaining CCR/XVA user workflows and UI behaviors in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, or a related field.
• 5+ years of experience in the Financial Services industry, including experience working directly with end‑user applications in front office, middle office, or risk functions.
• Strong domain expertise in Counterparty Credit Risk and XVA, including exposure calculation, PFE, netting and collateral, margining, and valuation adjustments (CVA, DVA, FVA, etc.).
• Demonstrated experience collaborating closely with Risk teams to capture, document, and validate risk requirements and methodologies.
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management).
• Strong appreciation for UX and usability in financial applications, with the ability to translate complex risk analytics into intuitive and efficient user workflows.
• Solid understanding of the Derivative Trade Lifecycle and how CCR and XVA concepts are consumed by end users across Front, Middle, and Risk functions.
• Familiarity with financial product structures, curve building, market and reference data as presented in user‑facing systems.
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces.
• Excellent written and verbal communication skills, with the ability to communicate effectively with risk professionals, developers, designers, and business users.
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric CCR and XVA capabilities.
  

Where You’ll Work:

This is a hybrid or remote role, open to the APAC region.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Trading will work within the Product Management organization on the Trade Management & Workflow vertical of Oneview, a next‑generation front‑to‑risk application for the financial markets industry.

The role owns the end‑to‑end functional specification of a trade as it lives within Oneview: from pre‑trade analysis and validation, through trade capture and booking, across all lifecycle events, and through interactions with upstream and downstream systems. These include upstream trading venues and clearing platforms, as well as downstream payment, settlement, and back‑office systems. The remit also includes trade‑level settled cash flows and their full lifecycle.

While primarily focused on workflows and controls rather than analytics, the role requires a solid understanding of core risk management concepts to ensure trade processes are risk‑aware and fully compatible with downstream risk and PnL analytics.

What You'll Do:

• Define functional specifications for the complete trade lifecycle within a front‑to‑risk application, from pre‑trade checks through booking, lifecycle events, and termination.
• Own user‑centric requirements in JIRA for trade capture, booking models, lifecycle states, approvals, validations, and workflow orchestration.
• Specify interactions with upstream systems such as execution venues, trading platforms, and clearing houses (e.g. trade enrichment, confirmations, clearing state).
• Define workflows governing downstream integrations with payment systems, settlement platforms, and back‑office systems.
• Own functional behavior for trade‑level settled cash flows, including generation, amendments, netting, settlement status, and lifecycle tracking.
• Define booking hierarchies and core trade attributes (legal entity, desk, book) and ensure correctness for downstream risk, PnL, and operations.
• Collaborate with UX/Design to define intuitive screens for trade capture, lifecycle tracking, workflow actions, and operational views.
• Ensure workflows enforce appropriate controls, roles, permissions, and approval chains.
• Define functional test cases and support reviews and UAT with trading, operations, and risk users.
• Act as the primary functional contact for developers on Trade Management & Workflow topics.

What We're Looking For:

• 5+ years of experience with trade management or front‑to‑back trading systems.
• Strong understanding of the full derivative trade lifecycle, including clearing, settlement, and cash‑flow processing.
• Good working knowledge of risk management fundamentals (PnL, sensitivities, VaR, exposure) and their dependency on accurate trade and lifecycle data.
• Experience specifying workflows involving upstream venues or clearing platforms and downstream payment and back‑office systems.
• Proven ability to write clear, structured, user‑centric requirements in JIRA.
• Exposure to multiple asset classes and their lifecycle specificities.
• Strong communicator, comfortable working across product, engineering, trading, operations, and risk teams.

Where You’ll Work:

This is a hybrid or remote role, open to the APAC region.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

We are seeking a Data Operations Analyst to support Numerix SaaS clients by monitoring market data generation processes used by Numerix Financial Systems to ensure the integrity and the quality of market data as part of Numerix Data Management (NXDM) framework. This role involves technical and functional support, incident management, and coordination with clients and internal teams (P&E, PS, etc.), contributing directly to operational excellence and client satisfaction. 

This role sits at the intersection of market finance and technology, requiring a strong process oriented mindset with familiarity on market finance concepts to support risk analytics, to ensure flawless execution of workflows reporting generation and delivery.  It demands technical curiosity, good to strong troubleshooting skills, and ownership to deliver operational excellence for our SaaS clients in a dynamic, fast-paced environment.

 
What You'll Do:

• Define, implement, and execute standard operating procedures for Numerix clients’ market data operation processes. 
• Perform daily monitoring and verification of market data deliveries—including scheduled intraday and end-of-day snapshots for multiple clients—by checking the success or failure of runs, batch processes, and data feeds to ensure operational integrity and SLA compliance. 
• Enhance existing processes through optimization and automation of manual checks. 
• Respond to daily requests for operational support activities related to market data queries, raised by both our clients and internal groups. 
• Monitor, triage, and resolve technical and data quality issues related to Numerix data feeds, escalating to developers, vendors, or other stakeholders as needed. 
• Engage with vendors to address inquiries related to market data availability, delivery, or quality. 
• Coordinate NXDM releases and production patch deployments with clients, and support development teams in executing and validating parallel runs. 
• Act as Incident Manager in accordance with incident management policies for market data incidents, Leading Post-Mortem review and root cause analysis to drive continuous improvement. 
• Assist Numerix clients (financial institutions) with our API platform for market data related issues and queries.
   

What We're Looking For:

• Bachelor’s degree from a leading engineering university, or equivalent professional experience. 
• Good experience in Python for ad-hoc data analysis and automating manual processes. 
• Proficiency in Microsoft Excel; Knowledge of SQL is preferable. 
• Proficiency in Microsoft Excel; practical exposure to SQL is beneficial for the role. 
• Understanding of exchange-traded and OTC derivatives (e.g., forwards, futures, options) across multiple asset classes, including IR, commodities, credit, equities, and FX. Familiarity with financial concepts such as volatility and beta is advantageous.
• Working Knowledge of Cloud Services, ideally AWS (Step Functions, Lambda, EC2, DynamoDB, etc.) is a plus.
• Strong troubleshooting abilities and good English communication skills. 
• Willingness to work in Eastern USA shift hours when required (3:00 PM to 11:30 PM MST). 

 
Extra Credit:

• Understanding of multiple asset classes (IR, Commodities, Credit, Equities, FX). 
• Ability to use Excel, Python and SQL for ad-hoc data analysis and investigation of market data issues.
   

Where You’ll Work:

This is a hybrid role, open to all who reside within a commutable distance from Casablanca, Morocco.  IMPORTANT: The successful candidate must be able and willing to work during USA's Eastern Time Zone (3pm - 11.30pm WET).

An important note on language:

We will only consider CVs written in English. All interviews will be conducted in English, and candidates must demonstrate business fluency in the language.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

About the Role 

Since our founding in 1996, we’ve been at the vanguard of financial technology—delivering quantitative analytics and software that help global financial institutions price, trade, and manage risk with confidence. We’re looking for a highly organized, sharp-writing communications leader to own four high-impact programs: media relations, award submissions, podcast production, and internal communications. This role is perfect for someone who thrives in a fast-paced environment, can juggle multiple stakeholders without dropping quality, and loves turning complex topics into clear, compelling stories. 

What You’ll Do: 

Media relations 

• Own proactive and reactive media relations: build story angles, pitch, respond to inbound, and maintain a strong understanding of the journalists and outlets that matter in capital markets and fintech. 

• Draft and manage press materials (press releases, pitches, talking points, Q&A, executive briefs) and run them through internal review workflows. 

• Prepare executives and subject-matter experts for interviews, panels, and speaking opportunities; staff interviews as needed. 

• Maintain the external news/announcement calendar so launches, partnerships, research, and awards land cleanly and consistently. 

Award pitches and submissions 

• Build and manage an annual awards calendar across relevant programs; source the inputs (results, client proof points, narratives) necessary for competitive entries. 

• Write and project-manage award submissions and supporting assets; coordinate with product, marketing, sales, and leadership to hit deadlines. 

• Translate award wins into external and internal communication moments (press releases, website updates, and employee visibility). 

Podcast production 

• Own end-to-end production operations for Trading Tomorrow - Navigating Trends in Capital Markets: guest outreach and scheduling, pre-interview prep, recording logistics, post-production workflow, publishing, and distribution coordination. 

• Partner with internal stakeholders on episode topics that align to strategic narratives (products, market structure, regulation, AI, risk) and convert those conversations into audience-ready content (titles, show notes, clips, supporting posts). 

• Maintain a repeatable production system (calendar, checklists, vendor management where applicable) and track podcast performance inputs (downloads/engagement proxies where accessible). 

Internal communications 

• Own internal comms rhythms (monthly newsletters, leadership updates, and town-hall support) and keep messaging consistent across email, intranet/Team channels, and live employee moments. 

• Translate external news (press, awards, product announcements) into employee-ready messaging that makes teams feel informed and aligned. 

• Maintain an internal comms editorial calendar and performance indicators (open rates/attendance, qualitative employee feedback) and improve the system over time. 

What We’re Looking For: 

• 6+ years of experience in corporate communications, PR, journalism, or related fields (mix of in-house and/or agency experience is welcome). 

• Strong media relations fundamentals and the ability to generate proactive coverage—not just manage inbound. 

• Demonstrated ability writing press releases, executive briefs, and internal communications with speed and precision. 

• Hands-on podcast production capability (logistics, workflow, and publication) or directly adjacent experience operating high-volume audio/webinar content pipelines in a regulated environment. 

• Strong project management: you can run multiple deadlines simultaneously, drive cross-functional inputs, and ship on time. 

Extra Credit: 

• Experience in fintech, capital markets, or other regulated B2B environments where compliance review is part of publishing. 

• Experience turning awards and recognition into narrative momentum (press, social, employee engagement). 

• Comfort using modern productivity tools (templates/checklists/AI-assisted drafting) to increase output without sacrificing judgment. 

Where You’ll Work: 

This is a hybrid role based in our Midtown Manhattan office, with an expectation of regular in-office collaboration each week. 

Success in your first year

Success will be evaluated on measurable outcomes across the four pillars: 

• Media relations: consistent, high-quality coverage; improved spokesperson readiness; a predictable pitching cadence and clean messaging artifacts. 

• Awards: an owned awards calendar, on-time submissions, improved quality of entries, and demonstrable conversion of wins into PR and internal comms moments. 

• Podcast: reliable production cadence, streamlined workflow, and improved distribution/promotion assets per episode (show notes, clips, supporting content). 

• Internal comms: predictable monthly rhythm (newsletter + town-hall support), clearer narratives on what’s shipping and why it matters, and improved engagement feedback. 

An important note on salary: 

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience. 

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies. 

Financial institutions worldwide trust Numerix’s motto, “When numbers matter,” because our platforms handle the most complex nonlinear structured products with precision and transparency. Our solutions support front office teams end-to-end - from issuance and trading through pricing, valuation, RFQs, OMS, and trade lifecycle control - while enabling risk and middle office teams to holistically measure, optimize, and validate risk across capital, hedging, and regulatory requirements.  Numerix is a powerhouse of worldclass quantitative, financial engineering, and technology talent. Our fast-growing business combines disciplined innovation and strategic acquisitions with strong organic growth fueled by long-term customer success, setting the standard for multi-asset analytics in an increasingly complex financial landscape.

The Customer Success team is pioneering a new structural initiative to scale customer success enablement and adoption of Numerix solutions across APAC. To support this effort, we are adding a Customer Success Enablement Consultant who will help shape, structure, and execute adoption strategies across the APAC book of business. This role reports directly to the Head of Customer Success, APAC.

You will be the face of Numerix for training, product adoption, and customer enablement, working directly with banks, securities firms, insurance companies, and investment managers. You will play a central role in cross-functional collaboration at Numerix with Product, Professional Services, Customer Support, and Sales teams to strengthen and scale client adoption.  This role is designed for early career professionals who want to specialize in customer success enablement. While the position has meaningful ownership and visibility, it is a solo-contributor role that is supported by senior Customer Success leadership.

In this role, you will build rare expertise at the intersection of quantitative finance, enterprise software, and customer enablement. You will gain exposure to front, middle-risk office workflows across leading financial institutions, develop skills in data-driven adoption and training design, and shape how Numerix solutions are embedded into customers’ day-to-day operations.  Over time, this role can evolve into senior enablement, customer success management, product strategy, or commercial roles within Numerix.

What You'll Do:

• Design and deliver training and enablement content tailored to different customer lifecycle stages, personas, and domain verticals.
• Develop a deep understanding of customer workflows and pain points, translating Numerix capabilities into integral parts of customers’ day-to-day operations.
• Drive user adoption by expanding Numerix solutions across core and adjacent user groups within client organizations.
• Execute training and adoption campaigns at scale across the APAC customer base, measuring outcomes and effectiveness.
• Assist in designing enablement assets across onboarding, reinforcement, and advanced usage, leveraging scalable formats such as digital content, self‑service resources, and structured learning paths.
• Contribute to the evolution of Numerix’s enablement framework, balancing high‑touch engagement with scalable digital adoption approaches.
• Deploy and monitor adoption and product utilization metrics to identify trends, feature value, and growth opportunities.
• Act as the voice of the customer by using metrics and direct feedback to inform Product and Engineering teams.
• Collaborate with senior Customer Success and Sales stakeholders to align on account strategy and support execution.
• Assist with the implementation and optimization of tools, processes, and workflows to enable customer success at scale.

Success in this role is measured by enablement outcomes and adoption impact in partnership with Customer Success and Sales teams. While this role does not own commercial targets directly, it plays a critical enabling role in improving product utilization, customer satisfaction, and long-term retention.

• Growth in product utilization and Numerix adoption across enterprise customers in APAC.
• Alignment of the product roadmap with APAC customer needs and usage trends.
• Scaled, repeatable adoption and training capabilities across Numerix.

What We're Looking For:

• Bachelor’s degree in business, economics, finance, or a technical discipline (e.g., engineering or science).
• 2+ years of experience in a post-sales, customer-facing role (e.g., Customer Success Manager, Business Analyst, Project Manager) with exposure to derivatives at financial institutions or fintech companies
  OR MBA or Master’s degree in management, marketing, or business analytics.
• Strong collaboration skills and experience working cross-functionally.
• Customer-centric mindset with curiosity for complex products and how they deliver value.
• Excellent communication skills with the ability to engage users and act as an empathetic internal advocate.
• Full professional proficiency in English.
• Willingness to travel up to 25%.

Extra Credit:

• CFA, FRM, or related financial analysis and risk management certifications.
• Hands on training or enablement experience, including content creation and in-person delivery.

What We Offer:

In addition to competitive compensation, benefits, and perks, this role offers the opportunity to grow into a global customer success enablement function. You will build deep expertise in Numerix’s enterprise solutions, gaining a strong competitive edge and differentiated knowledge within the global capital markets community.

Where You’ll Work:

This role is a hybrid role based at one of the following Numerix APAC offices: Singapore, Hong Kong, or Taipei.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

As part of the Numerix Global Support Team, the Quantitative Support Analyst will be a part of 2nd tier customer support to assist customers with the implementation of Numerix pricing and risk analytics software solutions. The ideal candidate will have excellent qualitative and quantitative skills with a high degree of proficiency in using Excel to solve financial problems; have a broad knowledge and understanding of mathematical models for derivatives pricing and financial risk management; have excellent communication skills.

What You'll Do:

• Responsible for guiding clients, trading support personnel, and system administrators and assisting them in their implementation and integration of Numerix pricing and risk analytics software solutions.
• Investigate through quantitative related support issues and provide configuration suggestions as well as answer quantitative questions from clients.
• Build Excel / Cross Asset Integration Layer templates from user-supplied term-sheets and deal descriptions.
• Contribute to Numerix customer support knowledgebase by creating canned solutions to common customer issues. 
• Identify and assist in troubleshooting bugs in Numerix software. Recreate customer environments when necessary to reproduce and analyze issues prior to escalating to the development team. 

What We're Looking For:

• Finished MSc degree or its foreign equivalent in Mathematics, Financial Engineering, or related degree.
• Knowledge of vanilla typed derivates and Black Scholes model.
• Knowledge of pricing derivative instruments across asset classes.

Extra Credit:

• FI/CC/INF/CR/EQ/FX/CMDTY using modeling techniques, stochastic processes, numerical methods, and risk management techniques including parametric, historical, and Monte Carlo VaR, credit exposure.
• Experience with financial modeling, financial mathematics, or quantitative/engineering-related research utilizing stochastic calculus, numerical linear algebra, real analysis and probability, Monte Carlo method, and time series analysis.
• Previous client-facing experience.

Where You’ll Work:

This role is open to all successful candidates in the EMEA region with a preference for those in Milan, Italy.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Customer Success Representative (CSR) at Numerix plays a critical role in ensuring the success and satisfaction of a global and diverse customer base, spanning multiple industries and cultural backgrounds. This role focuses on proactive engagement, product adoption support, and coordination with internal teams to deliver operational excellence. The CSR acts as a trusted partner to clients, helping them maximize value from Numerix solutions while building strong relationships with key stakeholders such as traders, portfolio managers, risk managers, model validation teams, quantitative analysts, and development teams. 

This is an individual contributor role, execution-focused, designed to support financial services clients while developing domain expertise in capital markets and risk analytics. The role may require flexibility to accommodate global time zones and occasional availability outside standard working hours. 

What You'll Do:

Customer Engagement & Relationship Management 

• Serve as the primary day-to-day contact for assigned clients on non-commercial matters. 

• Build, manage, and grow relationships with client stakeholders across diverse industries and cultural backgrounds. 

• Support customers during onboarding, go-live, and post-go-live phases. 

• Proactively identify opportunities to enhance client experience and adoption. 

• Drive retention and business continuity strategies, supporting account management teams during renewal efforts. 

Coordination & Issue Management 

• Collaborate with internal teams including Support, Product & Engineering, and Professional Services. 

• Track and follow up on support tickets, enhancements, and ongoing issues. 

• Communicate progress, next steps, and resolutions clearly to clients. 

• Escalate risks or blockers to Customer Success leadership when needed. 

Product Adoption & Value Realization 

• Drive adoption of Numerix solutions and monitor engagement and usage patterns. 

• Identify early signs of disengagement or delivery risk and take corrective action. 

• Collect and relay customer feedback to internal teams for continuous improvement. 

Governance & Operational Excellence 

• Maintain accurate customer data in the Customer Success Platform and internal trackers. 

• Prepare materials for customer meetings, workshops, and training sessions. 

• Support the organization of QBRs / EBRs and ensure follow-up on action items. 

What We're Looking For:

Core Skills 

• Strong written and verbal communication skills (English required; additional languages a plus). 

• Excellent organizational skills and attention to detail. 

• Ability to multitask and manage competing priorities across a large book of business. 

• Comfortable working with Customer Success Platforms, ticketing tools, and documentation systems. 

Behavioral Attributes 

• Proactive, service-oriented mindset with strong business acumen. 

• Skilled at building trust and managing relationships across diverse stakeholders. 

• Curious and motivated to learn complex financial products and market dynamics. 
  
  
• Ability to operate cross-functionally and collaborate effectively within structured processes. 

Background & Experience 

• 1–3 years of experience in a customer-facing role (Customer Success, Relationship management, Account Management, Client Services, Support, Sales). 

• Exposure to SaaS, financial software, or enterprise technology preferred. 

• Knowledge of or interest in financial markets, risk analytics, or capital markets is a strong plus. 

• Bachelor’s degree from a leading engineering or business school, or equivalent professional experience." 

Additional Highlights 

• Global Coverage: Ability to work with customers across multiple time zones and cultures across APAC, EMEA, and AMERICAS. 

• Team Support: Access to an experienced team of Customer Success Managers focused on strategic accounts for mentorship and guidance. 

• Retention Focus: Active role in driving customer retention and supporting renewal efforts. 

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.