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.
Skills Required
- Bachelor's or Master's in Finance, Economics, Engineering, Mathematics, or a quantitative discipline
- Advanced degree (Master's/PhD) in a quantitative discipline
- 6+ years' experience in market risk analytics, product management, quantitative analysis, or risk technology
- Strong understanding of Historical and Monte Carlo VaR, factor attribution, stress testing, and related quantitative methodologies
- Experience with derivatives pricing models, stochastic processes, portfolio construction/risk, and performance attribution
- Exposure to investment risk frameworks across equities, fixed income, FX, derivatives, and alternatives
- Prior experience with platforms such as MSCI, Axioma, BlackRock Aladdin, or Bloomberg
- Familiarity with financial libraries like FinCAD or Numerix
- Comfort working with or reviewing technical content/code (Java, Python, SQL) — coding not required
- Exceptional communication skills to explain quantitative concepts to technical and non-technical audiences
- Highly organized, self-driven, and able to thrive in a fast-paced environment
What the Team is Saying
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Clearwater Analytics (CWAN) Compensation & Benefits Highlights
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Healthcare Strength — Medical, dental, and vision coverage are provided, with indications that some plans are company‑paid and include dependents, plus vision extras like contacts/glasses coverage and LASIK discounts. Mental health support and HSA/FSA options are referenced alongside core health benefits.
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Retirement Support — A 401(k) with employer matching up to 4% is offered, with immediate/Safe Harbor vesting noted in materials. This provides structured, reliable support for long‑term savings.
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Leave & Time Off Breadth — PTO starts around three weeks and grows with tenure to a higher cap, and offerings include paid company holidays and volunteer time off. Paid parental leave is also provided.
Clearwater Analytics (CWAN) Insights
What We Do
CWAN was founded on a simple belief: investment professionals deserve modern technology that actually works for them. Not legacy systems that slow them down. Not fragmented data that creates confusion. But one comprehensive platform that gives you complete visibility and crystal-clear insights. The result? Investment management that works as seamlessly as your investment strategy. Since our founding in 2004, CWAN has been the trusted technology partner powering the world’s leading institutional investors — from insurance companies, asset managers, and hedge funds to asset owners like corporations, endowments, and pension funds managing over $10 trillion in assets.
Why Work With Us
We continue to grow, fueled by a strong foundation, an ambitious vision, and a commitment to delivering exceptional value to our clients, partners, and team members around the world. What started as a bold idea in Boise, Idaho has rapidly transformed into a global presence. We’ve expanded our footprint significantly—now operating out of 24 offices
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Clearwater Analytics (CWAN) Offices
Hybrid Workspace
Employees engage in a combination of remote and on-site work.
