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.

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.

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 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.