Job Title:  Equity Derivatives Risk Management Developer

The pay range for this position at commencement of employment is expected to be between $120,000 and $130,000/year*

Company overview

Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Wholesale (Global Markets and Investment Banking), and Investment Management. 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

Job Description:

We are looking for a developer to join our Equity Derivatives Risk and P&L Management team. Team is focused on developing the cutting-edge front-office platform deployed globally for flow, structured, convertibles and delta one desks. Candidate needs to have in-depth knowledge of equity derivatives pricing and risk management. Candidate will be hands-on and delivery focused to help build end-to-end platform that covers rich UI, proprietary compute grid, trading and pricing services. Candidate would require good analytical knowledge and ability to program in C# multi-threaded environment. This is an excellent opportunity to work closely with the business and traders in fast-paced front-office environment.

Responsibilities

• Work as part of the global development team, contributing to new functionality, enhancements and bug-fixes
• Demonstrate high intellectual capacity and in-depth knowledge of core programming and design patterns
• Design, build and test high performance and scalable application utilizing multi-threaded distributed methodologies
• Collaborate with subject matter experts to capture technical requirements and communicate business impact of changes to relevant teams
• Plan and manage release cycles, providing guidance to QA and Support teams to meet necessary delivery goals
• Assist production support teams in the day-to-day inquiries

Required Qualifications:

• Solid understanding of P&L attribution and risk measures related to equity derivatives products
  • Flow derivatives (options, futures)
  • Structured derivative (range accruals, barrier options, autocallables, margin loans)
• Good grasp of various trading lifecycle events related to derivative products (expiry, cashflows and corporate actions)
• Excellent design and problem-solving skills within multi-threaded and event-driven distributed architecture
• 1-5+ years of hands-on application development experience preferably in C#
• 1-5+ years of database /SQL experience (stored procedures, complex queries and tuning etc.)
• Bachelor’s degree in Computer Sciences or related engineering fields

Desired Qualifications:

• Understanding of Convertible/corporate bonds, Equity/portfolio swaps
• Cloud (e.g. AWS), Messaging middleware (e.g. Solace, Pulsar, RV) and distributed caching technologies (Redis, Coherence)
• Database programming experience and performance tuning (SQL Server, KDB)
• .NET application profiling and tuning
• DevOps and agile software development practices

*base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience.

If hired, employee will be in an “at-will position” and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors”.

Nomura is an Equal Opportunity Employer