Teresa Torres

As a product discovery coach, I help product teams make better decisions about what to build. I teach them how to:
- Identify clear business outcomes 
- Uncover unmet customer needs, pain points, and desires
- Discover the right solutions that deliver both business value and customer value

My book Continuous Discovery Habits has sold over 140,000 copies, we've taught over 18,000 students from 100+ countries through the Product Talk Academy, and reach 100,000s of product people through our free blog posts and social media content.

If you aren't satisfied with how your teams decide what to build, get in touch.

Product Discovery Coach

I help digital product teams adopt continuous product discovery practices including a regular cadence of customer interviews, rapid prototyping, and assumption testing. I emphasize strong critical thinking practices to ensure there is a strong connection between what the teams are learning in their research activities with the product decisions that they are making. 

Recent clients include: Allstate, CarMax, CapitalOne, Snagajob, Spotify, among others. 

"When I started using Claude Code, I thought I was just building personal productivity tools. I didn't realize I was also learning context engineering—the same skills that product teams use to build production AI products."

Ever wondered how your daily AI habits connect to building actual AI products? In this article, I break down how the context management skills you're already developing directly translate to production context engineering.

Learn how product teams are solving the same problems you face:

🔧 Breaking big tasks into smaller, focused prompts (just like keeping CLAUDE.md files compact)
💾 Building external memory systems to store context outside the window  
✂️ Curating what goes into each conversational turn to prevent bloat
🔄 Repeating critical information so it's fresh when decisions are made
🤖 Using multiple agents to multiply available context windows

The article shows real examples from companies like Incident.io, Rest, Trainline, and others who've learned these patterns through trial and error. "If you'd break it down for a human, break it down for the LLM" - solid advice that applies whether you're coding or building products.

Check out the article: https://buff.ly/J2jDPfK 

🤔 Which context management trick from your daily AI use do you think would be most valuable in a production AI product? Share your thoughts in the comments below.

Author, Speaker, Product Discovery Coach @ ProductTalk.org

Context Engineering: 5 Strategies for AI Product Success

🎙️Groupthink When Hiring

Is hiring broken—or just badly designed?

In this episode of All Things Product, Petra Wille and Teresa Torres unpack what’s really going wrong in modern hiring processes. From AI-fueled application overload to endless interview loops and “casual” team lunches that derail months of work, they explore how groupthink, bias, and poorly defined criteria are quietly sabotaging good hiring decisions.

They discuss why involving too many people with veto power often leads to no decision at all, how “culture fit” becomes a proxy for bias, and what product teams can learn from product discovery when designing hiring processes. Plus, they share practical advice for candidates navigating today’s brutal job market—and resources to help you avoid going it alone.

Whether you’re a product leader hiring your next PM or a product practitioner stuck in interview limbo, this episode offers clarity, empathy, and concrete ways forward.

Show Notes

What’s happening in the hiring market
🧊 Layoffs and hiring freezes are making the job market especially tough
🤖 Companies are overwhelmed by hundreds of applications, often amplified by AI tools
🌀 Hiring funnels are getting longer, with more interviews and more stakeholders involved

When “one last step” kills the offer
🍽️ Candidates pass every formal interview—only to be rejected after a casual team lunch
🧑‍🤝‍🧑 Teams often aren’t briefed on what they’re supposed to evaluate
🗣️ Groupthink kicks in when one negative comment cascades into a no-hire decision

Groupthink ≠ good hiring decisions
🚫 Letting everyone veto a candidate almost guarantees no one gets hired
🎯 Focus-group-style interviews create bias, not signal
🧬 “Culture fit” often masks stereotypes and personal preferences

A better way to design hiring
🧭 Define who you’re hiring before writing the job description
📏 Set clear success metrics for the role
🔖 Assign each interviewer specific criteria to evaluate
🧪 Treat hiring like product discovery: intentional, structured, and evidence-based

Chemistry checks done right
✅ It’s okay to assess collaboration—but only if you define what that actually means
🙅‍♀️ Introversion, debate style, or lunch-table behavior are not performance indicators
🌈 Diverse teams outperform homogenous ones—even if not everyone “vibes”

Advice for candidates
🫶 If a process feels broken, it’s often not about you
❓ You can ask how you’re being evaluated to gauge process maturity
🧩 Many companies simply haven’t figured hiring out yet

Links to Apple Podcasts, and YouTube:
📺Youtube: https://buff.ly/Ef8UgfA
🍎Apple Podcast: https://buff.ly/0XxHL1R

Give it a listen and share your thoughts in the comments below.💬👇

PSP Investments

- Develop a long term strategic plan for the team to evolve quantitative capabilities to support PSP Capital Markets Edge and ability to spot the unique advantages in investment opportunities
- Providing analytical insight regarding portfolios managed by the Capital Market Group
- Providing analysis, support and recommendations related to strategies, benchmarks, limits and reports to each asset class during their portfolio implementation phase
- Developing business partnerships with Public Markets portfolio managers
- Leading a high-performing technical team (Analytics and Model Governance) - that develops new financial quantitative measures and analytics to reflect portfolio management activities and aid investment decisions
- Co - Chair Model Advisory Committee - model governance framework and all matters pertaining to model management
- Member of Data Governance Committee
- Participate in New Product Committee and Valuation Committee pertaining to valuation of financial instruments
- Ensure compliance with the Pricing and Valuation procedure
- Leading the development, implementation, validation and maintenance of all analytics systems and data under my purview

Senior Director, Analytics and Model Management

National Bank of Canada

Chief Advisor, Risk Oversight - FICC and GFT

Borealis AI

• Borealis AI builds cutting-edge machine learning products that commercialize novel research within various domains of finance
• Working with researchers, machine learning engineers, and business stakeholders to facilitate and deliver AI products that drive value and shape the future of capital markets and financial services
• Spearheaded the restructuring of the product development portfolio and drove business development initiatives, successfully launching a diverse, global product portfolio with dedicated trading teams across London, New York and Toronto capital markets
• Collaborated with a team of 12 bleeding-edge AI specialists and engineers to revitalize an AI-driven alpha trading strategy research program, devising a strategic balance of exploration and exploitation in R&D efforts to meet the demands of the trading desk stakeholders.

Senior Product Manager

•	Risk Oversight for Global Equities and Counterparty Credit Risk (OTC and SFT), including oversight of all equity derivatives trading, structured notes, XVA, linear strategies, and Prime Brokerage
•	Responsible for overall National Bank of Canada Market Risk Appetite annual revision 
•	Manage a team of highly experienced and skilled market risk, credit risk and product specialists
•	Ensure market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce market risk limits in a timely manner;

Senior Manager - Risk Oversight Global Equities and Counterparty Credit Risk

Senior Manager Risk Oversight for Global Derivatives Desks (linear and non-linear exotic equity, interest and foreign exchange products)
•	Risk Oversight for XVA desk – CVA, FVA, KVA and MVA
•	Responsible for overall National Bank of Canada Market Risk Appetite annual revision 
•	Manage a team of 5 highly experienced and skilled market risk and product specialists
•	Ensure market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce market risk limits in a timely manner;

Senior Manager - Risk Oversight Derivatives Market Risk (GED, IRD, FX, XVA, Bank Wide Risk Appetite)

•	Risk Oversight for Global FX Desk (linear and non-linear exotic foreign exchange products)
•	Risk Oversight for XVA desk – CVA, DVA, FVA, KVA and MVA
•	Responsible for overall National Bank of Canada Market Risk Appetite annual revision 
•	Ensured market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce  market risk limits in a timely manner;

Chief Advisor – Risk Oversight Enterprise Market Risk (FX,XVA, Bank Wide Market Risk Appetite)

•	Returned to CCR-RQ to rebuild team and reported directly to SVP – Market Risk, managed a team of 12 professionals and managers that are responsible for modelling, quantifying and monitoring counterparty credit risk, collateral management, and various valuation adjustment risks related to complex financial instruments
•	Guided the banks strategic decisions by providing analysis having a significant impact on the quality of decisions taken by senior management and member of Model Oversight Committee
•	Maintained and improved the methodologies based on new activities, market developments and regulatory changes for the calculation of counterparty risk. (ex. PFE, EE, EEPE, CVA/DVA, FVA etc...)
•	Responsible for collateral management team and maintained and improved collateral management practices based on new activities, market developments and regulatory changes.
•	Responsible for prime brokerage team and ensured best practices and oversight of the prime brokerage reporting team.
•	Navigated internal and regulatory approval for go live of the upgraded system
•	Cleaned up OSFI and Audit deliverables and project timelines so as to deliver material improvements in the coming year
•	Obtained buy in from Snr. Mgmt. for an advanced method capital calculation for CCR
•	Performed a search for a Senior Manager to take over the team, and recommended to SVP my replacement for a clean hand off of newly functioning teams and deliverables once my rebuild mandate was finished;

Senior Manager - Counterparty Credit Risk Quantification

- Executed market risk oversight of all financial markets and instruments (Equity Finance, Prime Brokerage, Market Making/HFT, Structured Products etc…) to ensure alignment with senior managements risk appetite;
- Ensured market risks are appropriately identified, measured and reported for trading desks and investment portfolios;
- Reviewed and improved risk policies and procedures governing NBC financial market activities;
- Maintained an active dialogue with the trading desks and acted as the key contact between front office and market risk;
- Enforced  market risk limits in a timely manner;
- Played a key role in the evaluation and approval of all new products;
- Conducted on a daily basis analysis of the market risk factors of each of the trading desks;
- Monitored markets for changes in volatility, liquidity, correlations, trends etc…;
- Provided value added analysis of risk positions at the portfolio level and at the bank level including VaR, Greeks and stress test results;
- Reviewed and approved sources of market data, and conducted independent price verifications in accordance with best market practices and policies of the bank;
- Recommended and implemented policies governing holdback reserves and valuation adjustments;
- Validated PnL for trading desks and investment portfolios - provided accurate risk and PnL commentary for senior management;
- Represented NBC with regulators and auditors on a variety of issues

Chief Advisor - Risk Oversight Financial Markets

- Lead a team of five analysts responsible for counterparty credit risk and CVA risk quantification methodologies; 
- Basel III CCR Enhancement - provided gap analysis and solution path for IMM application;
- Implemented standardized approach: illiquidity assessments for OTC derivatives and collateral, Wrong Way Risk analysis, CVA hedge analysis, QCCP assessments;
- Implemented the risk quantification and modelling of all commodity products and risk factors in Sungard;
- Participated in new products control committees, to assess the relevant risks in new businesses, reviewed and updated methodologies and policies to reflect best practices and market changes;
- Managed the credit risk measurement and quantitative modeling aspects of Sungard and associated development;
- Provided CVA measurement, CVA management analysis, methodology development, and  testing/validation;
- Developed the quantitative methodologies used to measure credit risk on a current and potential exposure basis. These methodologies were used within the Economic and Regulatory capital frameworks, Credit Valuation Adjustments, stress tests, backtests, scenario analysis and exposure reporting;
- Ensured that the measurement of credit risk in derivative products was appropriate;
- Development of counterparty exposure estimations and risk management solutions for various OTC products  and business lines;
- Provided transaction / portfolio analysis and consultation on risk quantification issues to senior management;
- Promoted a clear understanding between front office and risk management;
- Acted as an internal consultant on model related issues;
- Subject matter expert for users of Sungard and provide support to traders, commercial and corporate account managers, internal audit, regulatory and economic capital group, and the credit sector;
- Represented NBC with regulators on a variety of issues. Fulfilled regulatory requirements;

Senior Advisor / Team Lead - Risk Quantification Group

- Manage the credit risk measurement and modeling aspects of Sungard
- Responsible for the SunGard counterparty risk management solution and CVA upgrade
- Implemented Sungard upgrade to compute the credit valuation adjustment (CVA) for MTM fair value adjustments and credit portfolio management. 
- Provide CVA measurement, CVA management analysis, methodology development, and  testing/validation
- Responsible for new product development in Sungard and member of new product committee
- Ensure that the measurement of credit risk in derivative products is appropriate
- Development of counterparty exposure estimations and risk management solutions
- Intervention and resolution of counterparty credit related issues
- Promote a clear understanding between front office and risk management
- Act as an internal consultant on model related issues
- Validation of Sungard models according to Basle II requirements: including back testing and stress testing
- Act as an expert for users of SunGard and provide support to traders, commercial and corporate account managers, internal audit, regulatory and economic capital group, and the credit sector
- Conduct ad hoc research, and reporting for Senior management
- Represent NBC with regulators on a variety of issues

Chief Quantitative/Business Analyst - Counterparty Risk Management and Analysis

- Chief quantitative business analyst in charge of implementation and development of Sungard at NBC. Required management of IT, operations, vendor deliverables and interdepartmental problem resolution.
- Responsible for model development, specifications, and implementation of Sungard credit risk platform
- Responsible for Basel II issues related to OTC derivatives and Sungard modeling
- Coordinated and implemented the construction of the Sungard testing environment, and implemented a complete market data solution for calibration of risk model parameters
- Created a full counterparty risk analysis implementation  for the commodities business in Open Link
- Responsible for new product development in Sungard and member of new product committee
- Provided ABCP support and analysis, and credit crisis support in all aspects
- Developed risk measurement methodologies for: nth to default, CDO, CDO^2 and LSS and many other structured products
- Promoted a clear understanding between front office and risk
- Represented NBC with regulators on a variety of issues

Chief Quantitative Analyst – Credit Risk Analysis and Production

- Credit risk analysis of complex structured finance products 
- Commodity risk development in Open Link - risk modeling for Physicals business new product development
- Pushed for, and sold to senior management, then developed and implemented Sungard Adaptive Credit -one of the most up-to-date software platforms for counterparty risk management and ensured that the system was implemented in a timely manner. Supported all internal discussions for the proposal, and navigated possible roadblocks.
- Credit factor development for counterparty exposure estimations and risk management for all OTC derivatives at NBC. (analysis, modeling, stress testing, risk management of FX, IR, Equity, Credit…)
- Intervention and resolution of counterparty credit related issues
- Vetting of market risk models, acted as a internal consultant on model related issues
- Promoted a clear understanding between front office and risk
- Crafted NBCs due diligence questionnaire for trusts and small investment firms
- Represented NBC with regulators on a variety of issues

Senior Quantitative Analyst - Treasury Credit Risk Management

- Identified, measured, and monitored credit risk for middle market and corporate bank lending portfolios
- Expert system development for credit analysis of corporate and commercial loan portfolios using financial statement data to assess non – performance risks
- Responsible for validation and calibration of credit models (Moody’s KMV, and MRA/MFA)
- Responsible of evaluating NBC default parameters such as PD, LGD and EAD for the entire bank portfolio
- Credit portfolio modeling and parameter estimation
- Built credit models for specialized lending such as Cinema and Television, worked on Agriculture, Real Estate, and Oil and Gas 
- Maintained and supported transactional RAROC model for account managers
- Responsible for Basel II implementation issues 
- Corporate risk reporting
- Represented the bank with regulators

Senior Quantitative Analyst – Quantitative Credit Portfolio Mgmt (GQPC)

Skillful

Skillful is a skills-based mentorship program where mentors from companies such as Uber, Shopify, Instacart and DoorDash teach top business talent the skills and industry fundamentals to work in Product, Strategy & Ops teams at high-growth tech companies.

Product and Operations Mentee

Creative Destruction Lab - Montreal

• Consulted on the creation of a go-to-market strategy by identifying key sales opportunities in the casino gaming industry and financial projection review for a real-time computer vision startup in Montreal
• Consulted on the creation of multiple-use-case examples for sales and marketing of a conversational AI translation system that allows underserved African languages access to digital services for a South African startup 
• Consulted on the creation of sales pitch materials for an automated silicon photonics testing startup in Quebec

Creative Destruction Lab (CDL) is a nonprofit organization that delivers an objectives-based program for massively scalable, seed-stage, science- and technology-based companies. In partnership with HEC Montréal, CDL-Montreal runs a program mainly focused on artificial intelligence and data science to capitalize on Montreal’s expertise in the sector.

MBA Consultant

Discreet

- Responsible for Hyperion Pillar System admin, and business modeling
- Corporate reporting, variance analysis, analysis of Revenue, COGS, OpEx, and F/X effects
- World wide revenue projection and corporate budgeting
- Business development; financial analysis of licensing and product development

Analyst – Corporate Financial Analyst (FP&A)

A bilingual professional with experience in financial markets and counterparty credit, I build and nurture small, high-performing technical teams that propel innovation and value creation within organizations. 

A leader with a track record of delivering many large-scale technical projects with a strong background and diverse skillset in solving complex strategic problems. I bring a combination of financial engineering, financial analysis, AI technical skills, and a recently completed entrepreneurship-based HEC MBA. 

Specialties: - McGill Graduate Diploma in Data Science and Machine Learning
- CAIA (Chartered Alternative Investment Analyst) - Charter Holder
- CSI energy risk management course
- FRM (Financial Risk Manager Designation from GARP) - Charter Holder
- CFA (Chartered Financial Analyst) – Charter Holder
- CSC – Canadian Securities Course
- DataCamp.com Data Scientist Certificate

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Teresa Torres

Christopher McLaren MBA, MSc, CFA, CAIA, FRM

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The Battle

Teresa Torres

Christopher McLaren MBA, MSc, CFA, CAIA, FRM

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Engagements

Likes

Performance Score.css-goub6s{font-size:var(--chakra-fontSizes-md);font-weight:500;color:var(--chakra-colors-gray-600);display:block;margin-top:var(--chakra-space-1);}Teresa Torres's LinkedIn Performance

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