You will define how derivative workflows, data, and events connect across trading, valuation, exposure, margin, settlement, accounting, and reporting, and translate that operating model knowledge into product requirements that help institutional clients manage derivative portfolios with confidence. Define how derivative data and events move between systems, including trades, valuations, market data, cash flows, collateral, and counterparty agreement data, and how downstream functions such as accounting, general ledger, performance, risk, and regulatory reporting consume them.