Associate, Senior Quantitative Analyst

Corporate Title: Associate, Senior Quantitative Analyst

Department: Nomura Investment Management

The pay range for this position at commencement of employment is expected to be between $140k and $180k year*

Company overview

Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com

Department overview

The international business brings together a legacy of investing in public and private markets on a global scale. Through active management, we deliver differentiated and innovative solutions across equities, fixed income, multi-asset, and private credit supported by a team of disciplined and tenured investment professionals. Building upon Nomura’s century long heritage, our teams are responsible stewards of clients’ capital. We approach everything we do with accountability, curiosity, and integrity to help clients across wealth and institutional channels navigate an ever-changing market, capture opportunities around the world, and reach long-term investment goals.

*Description from source or Self Audit checklist*

 

Aon’s Benefit Index®, Nomura’s benefits rank #1 amongst our competitors

 

Role Description: 

You will support portfolio management and quantitative analysis including:

• Lead on various tasks to design, develop, and maintain quantitative applications and investment tools.

• Conduct independent research and analysis utilizing quantitative methods to develop innovative solutions on portfolio construction, relative value model and risk mitigation topics.

• Structure and implement deep dive analysis on internal and external strategies for due diligence and investment governance processes.

• Work as desk quant to provide quantitative support to PM and trading team, including idea generation, backtesting and production deployment.

• Create and produce fixed income analytics and factors to analyse market regimes, portfolio exposures and trend indicators.

• Work on performance attribution and risk monitoring.

• Work on emerging technologies to improve investment process and performance, such as Artificial Intelligence techniques and unstructured data sets.  

 You will be key in automating and developing regular tasks, process improvement and development, and creating robust investment tools with excellent consumer experience.  

Skills, experience, qualifications and knowledge required: 

• Five years’ experience in fixed income quant or fixed income risk role

• Bachelor's or Master's degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Economics, Engineering, or related field. Advance degree or CFA designation preferred

• Strong technical skills and proficient with Python and SQL

• Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail

• Good communication skills to interact with front desk investors on daily basis. Be able to articulate sophisticated process and concepts

• Team player. Ability to work collaboratively in a fast-paced, team-oriented environment, interacting with portfolio managers, analysts,