Product Quantitative Analyst

Senior Quantitative Product Owner

Summit Capital Market Solutions is seeking a Senior Quantitative Product Owner to strengthen our Product Management capabilities with deep quantitative and risk expertise across all asset classes. In this highly visible role, you will combine strong analytical knowledge with product leadership to enhance methodologies, deliver smarter risk capabilities, and shape next‑generation valuation and curve‑construction solutions for our clients.

Responsibilities & Deliverables

• Manage product prioritization and delivery cross‑product solution design.
• Ensure the quality of the software delivered.
• Provide deep expertise on Quantitative/Risk.
• Lead product evolution by liaising with the different teams to deliver efficiently and on time.
• Manage the solution design and communicate with R&D and product management.
• Participate in the execution of standard processes and procedures to manage the business.

Required Experience

• An excellent quantitative PhD/MSc in Financial or Applied Mathematics, Physics, Computer Science, Mathematics, or related fields.
• Experience in financial services, ideally in capital markets or within ISVs/technology/consulting supporting those institutions.
• Strong knowledge of curve construction, structured products pricing, and/or risk management (market risk, counterparty credit risk).
• Broad understanding of banking processes, technology‑based solutions, and how they bring real business value.
• A track record of stakeholder engagement and long‑term relationship building.
• A team‑oriented mindset with the ability to lead by example and operate as a self‑starter.

Optional Skills

• Familiarity with pricing models across asset classes (Local Vol, Stochastic Vol, SLV, HJM, LMM, etc.).
• Ability to articulate strengths and limitations of different quantitative models.
• Understanding of relevant technologies (parallel computing, cloud data platforms, BI analytics).
• Experience with high‑level coding (Python, VBA, MATLAB, etc.).