Job Title:  VP, Quantitative Analyst (Equity Derivatives)

The pay range for this position at commencement of employment is expected to be between $225,000 and $300,000 per 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 Overview

We are looking for a junior 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.

Responsibilities and Duties

• 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.

Competency and Experience Requirements　

• PhD in science, mathematics, physics engineering, statistics
• 2+ 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
• C++, Python experience. C# is a plus
• Experience with numerical methods (Monte Carlo, numerical integration, PDE/ODE solving techniques) is a plus
• Ability to work with geographically distributed teams;
• Strong oral and written communication skills: ability to articulate complex concepts and technical ideas to non-technical personnel

*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