Equity Derivatives, Quantitative Researcher

Corporate Title: Vice President

Department: Global Markets

Location: New York

 

The pay range for this position at commencement of employment is expected to be between $225,000 and $250,000 per 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

 

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

 

Department Overview

 

We are looking for a quantitative analyst for a role in Equity Derivatives Quant group based in NY. The team specializes in the modelling of equity derivatives products involving numerical methods such as Monte Carlo, finite difference and a broad number of optimization techniques. The team also create tools to improve the firm’s capabilities in trading and risk management of equity derivatives products.

 

 

Role Description

 

• Support and further develop quantitative models within the existing framework
• Provide expertise on financial products
• Deliver high quality work well and on time and manage multiple projects under time pressure

 

 

Skills, Experience, Qualifications and Knowledge Required

 

• PhD in science, mathematics, physics engineering, statistics
• 3 + years of relevant industry experience, preferably at a large IB.
• Equity derivative experience in quant or model validation role
• Knowledge of stochastic calculus
• Ability to learn and grow