About the role: Clearwater Analytics is seeking an experienced, hands-on Product Manager to support our portfolio risk product initiatives, with a focus on Value at Risk (VaR), factor attribution, and stress testing. This role in our Product Management division will work closely with quantitative developers, engineers, and fellow product managers to help define and implement scalable risk analytics workflows serving institutional investors, asset managers, hedge funds, and other sophisticated market participants.
Responsibilities:
Influence the product roadmap for portfolio risk analytics features, including Analytical/Historical/Monte Carlo VaR, factor-based performance attribution, and stress/scenario testing.
Collaborate with quantitative developers to design, validate, and implement factor risk models and workflows across multiple asset classes.
Partner with clients, sales, and support teams to gather requirements, resolve technical issues, and ensure features meet investment needs.
Translate quantitative methodologies into clear product requirements and specifications.
Conduct competitive analysis of industry risk tools to identify gaps and opportunities for CWAN’s offering.
Develop demonstrations, training materials, and documentation to support adoption of new risk capabilities.
Monitor product performance, model accuracy, and client feedback, driving continuous improvement.
Act as a subject matter expert for internal and external stakeholders on risk measurement techniques and best practices.
Requirements:
Bachelor’s or Master’s degree in Finance, Economics, Engineering, Mathematics, or a quantitative discipline (advanced degrees preferred).
6+ years’ experience in market risk analytics, preferably in product management, quantitative analysis, or risk technology roles.
Strong understanding of Historical/Monte Carlo VaR, factor attribution, stress testing, and related statistical/financial methodologies.
Experience with derivatives pricing models, stochastic processes, portfolio construction/risk, and performance attribution.
Exposure to investment risk frameworks across broad asset classes (equities, fixed income, FX, derivatives, alternatives).
Prior experience working with platforms such as MSCI, Axioma, BlackRock Aladdin, or Bloomberg is highly beneficial.
Familiarity with financial libraries (e.g., FinCAD, Numerix) is a plus.
Comfort working with or reviewing technical content/code (Java, Python, SQL – coding not required).
Exceptional communication skills to convey quantitative concepts to technical and non-technical audiences.
Highly organized, self-driven, and able to thrive in a fast-paced environment.
What we offer:
Collaborative, high-performance work culture.
Exposure to advanced risk and performance analytics technology.
Opportunities to make a meaningful impact in a rapidly growing global fintech firm.
Competitive compensation and benefits
Professional growth pathways for high-impact contributors.