Role:

• Conduct research in various areas of quantitative finance and engineering. Publishing papers and demonstrating thought leadership in industry conferences.
• Participate in all functions i.e. R&D, Product Development, Implementation and Support.
• To work on different System implementation as a Front and Mid Office expert on derivatives products (IRD, Credit Derivative, FI & FX derivatives…)
• To participate in development and improvement of models and their caliberation
• To support any pre-sales opportunities when a financial engineering skill is required.
• To train client and internal staff on Summit complex products (pricing, Hedging, model, VAR….) 
• To liaise between Summit product center and Business Centers on all financial engineering issues, queries, enhancements
• To specify new enhancements for our clients and work in collaboration with the product Center or the local developers during the development
• This job requires at least 50% travel and willingness to work in virtual teams spread across the globe.
  

Academic Qualification:

Master's in Financial Engineering/Quantitative Finance/MBA Finance or Ph.D. Math or Physics, Desirable: Knowledge of C++, Numerix, Fincad

Pre requisites:

• 3+ of years experience in development of complex instrument in a bank or software business. (Senior positions available for more experienced professionals)
• In depth knowledge in the structures, pricing models and trading intricacies of various financial instruments. 
• Experienced in interest, equity and credit derivative (vanilla and exotic) products traded in current financial markets.
• Proficient in various stochastic models for the underlying instruments, in algorithms of pricing derivatives involving these instruments (binomial trees, Hull-White lattice with trinomial tree implementations, BGM models etc.) and their respective calibrations. 
• Excellent communication and interpersonal skills