Position Overview: This product management position is part of our global product management team. The team manages the technical and commercial aspects of several equity-oriented product lines, including multi-factor models and portfolio management application software, for investment professionals serving institutional investors. The global user base includes equity portfolio managers and research analysts. Scope of Responsibility /Expectation: This role involves product management for the market-leading Barra multi-factor models and for additional data content and software products in the equity Analytics business. Responsibilities include: Leading the product development process from envisioning to materialization for Barra risk models and related products. This involves working with the research, data management, operations and client coverage teams. Lead teams as product owner on agile development teams Second-line support of product usage including training and trouble-shooting Trouble-shooting, replication and resolution of product issues Preparing written specifications required to build or enhance the product lines Working with Marketing and Research on producing documentation for clients Leading ad hoc cross-functional projects to improve product offering Preparing written training material and delivering internal training presentations Interacting with clients on support issues Providing input into the product roadmap Specific Knowledge and skills: Excel at working independently to identify and resolve user problems. Be able to prioritize multiple projects and tasks effectively and work under time constraints. Have well-developed problem solving skills and attention to detail. Ability to lead cross-functional teams to drive products to completion. Superior written and verbal communication skills. Ability to write marketing material, case studies and other client-facing documentation is highly desired. Communicate effectively to audiences having differing levels of domain expertise. Knowledge of product management processes. Some understanding of the investment management process. Some understanding of risk management, factor models, and financial assets. Some understanding of multivariate regression techniques. Basic programming experience (e.g. R, Matlab). Desired Experience: 2 or more years of relevant industry experience in financial services or technology. Desired Qualifications: Undergraduate degree in finance, economics, statistics, mathematics, or other quantitative fields required. Master�s degree in quantitative fields such as Financial Engineering, Mathematics, and Statistics highly desired. CFA or FRM designations (or participation in the programs) viewed favorably.