Product Specialist - Risk and Performance

About the role

Simcorp is seeking a Product Specialist to join our Product Specialist team in the Americas. The role is based in either New York or Boston and offers an exciting and diverse opportunity to work with investment professionals.

Responsibilities

• Establish relationships with clients, understand their system usage and special implementation requirements to manage and deliver analytics solutions fit to client use cases and secure high retention rates.
• Troubleshoot complex client portfolio issues and become a subject matter expert on Axioma risk analytics products across asset classes.
• Ownership and execution of client onboarding and training.
• Work with prospective clients to showcase and position the value of Axioma Analytics Solutions contributing to growth in the Americas region.
• Cook up and execute internal activities and initiatives designed to improve the client experience.
• Interact with quantitative research, operations and product teams as required.
• Use extensive knowledge of client issues/needs to identify opportunities for business and product development.
• Contribute to process improvement initiatives.

Requirements

• Degree in a quantitative field such as Mathematics, Statistics, Finance, Econometrics, or Engineering is required.
• CFA, FRM, CAIA designations are highly beneficial.
• 3-5 years of experience in quantitative finance preferably in a similar role/industry.
• Solid knowledge of risk modelling techniques and risk analytics across asset classes.
• Solid understanding of pricing models relevant to various financial instruments such as CDS, IRS and FX Derivatives.
• Experience with usage and interpretation of granular and factor risk models.
• Ability to articulate complex concepts and methodologies to end users with varying backgrounds and levels of experience.
• Understanding of the use of APIs/web services.
• Basic programming data manipulation skills in SQL, Excel, Python, Java, C#.
• Great oral and written communication skills in English. Additional languages are beneficial.
• Good problem-solving and execution skills.
• Ability to work on-site in the office 2X per week.

Qualifications

• Experienced in quantitative finance.
• Strong understanding of risk analytics and pricing models.
• Excellent communication and interpersonal skills.
• Proven ability to work independently and collaboratively.

Skills

• Knowledge of risk modelling techniques and risk analytics across asset classes.
• Understanding of pricing models relevant to various financial instruments such as CDS, IRS and FX Derivatives.
• Experience with usage and interpretation of granular and factor risk models.
• Ability to articulate complex concepts and methodologies to end users with varying backgrounds and levels of experience.
• Basic programming data manipulation skills in SQL, Excel, Python, Java, C#.

Benefits

• Annual discretionary bonus.
• Health and dental care.
• Time off.
• 401K match.

Pay

The salary range for this position is $120,000 - $155,000 USD. Base pay may vary based on factors such as years of experience, skills and qualifications.

Schedule

The role is based in either New York or Boston and requires working 2X per week on-site.