Product Associate
We are currently offering full-time positions to provide support for fixed income analytics and risk management software. As a member of our product support team, you will speak directly with our clients and use your critical thinking and communication skills to address their business needs and even go beyond. You will help turn these client interactions into improvements to the software by working collaboratively with our quantitative development team and product managers. You will also work with our business development team to drive the sales process with your accumulated product knowledge.
We are looking for self-motivated, analytical, personable, entrepreneurial, and methodical individuals to join our Product Support team. The complexity of our software provides an interesting and challenging opportunity to help raise the quality of our product to a new level.
Job duties are as follows:
- Provide analytical support and software training for new and existing clients, manage releases and requests, help document new features, and consult on issues ranging from general system usage to more sophisticated numerical problems.
- Function as an important link between developers and clients to expand program functionality.
- Help develop and execute a comprehensive test suite: validate fixed income security analytics: be involved with testing of new releases for plausibility of output and consistency with past versions.
For the right person, the position provides an excellent opportunity to learn about fixed income markets and analytics from experienced coworkers and major customers. Potential candidates should possess strong math skills, and excellent analytical and problem solving skills. Knowledge of finance is a plus but not required.
At PolyPaths, you’ll be empowered to take charge of your own career. We are committed to offering a platform for those looking to learn and grow in this dynamic industry. To that end, we offer an established training program, paid health benefits, 401K, and much more.