Quant Researcher

• Design and implement quantitative models for equity portfolio risk management, including factor models, correlation structures, and tail risk analytics

• Develop portfolio optimization frameworks for rebalancing, hedging strategies, and capital allocation

• Build real-time risk monitoring systems tracking P&L attribution, Greeks, and exposure metrics

• Perform scenario analysis and stress testing under various market conditions

• Design and enhance algorithmic execution strategies for optimal portfolio rebalancing and risk reduction

• Develop transaction cost analysis (TCA) models and execution quality metrics

• Build algorithms for smart order routing, liquidity-seeking, and market impact minimization

• Optimize execution schedules balancing urgency, market impact, and timing risk

• Support management of the firm's central equity risk book, including inventory optimization

• Develop models to price and manage residual risk from client facilitation and market making

• Create tools for evaluating trade-offs between risk reduction, capital efficiency, and revenue generation

• Collaborate with trading desks to implement risk mitigation strategies

• Advanced degree (PhD or Master's) in Mathematics, Statistics, Physics, Financial Engineering, Computer Science, or related quantitative field

• 3-8 years of experience in quantitative research, risk management, or trading at a financial institution

• Strong understanding of equity markets, portfolio theory, and risk models

• Expert programming skills in

(required)

• Strong knowledge of

, numerical methods, and optimization techniques

• Experience with portfolio optimization algorithms and large-scale data processing

• Familiarity with risk systems (Axioma, Barra, Bloomberg PORT) and market data platforms

Nomura Leadership Behaviours

Explore Insights & Vision

Identify the underlying causes of problems faced by you or your team and define a clear vision and direction for the future.

Making Strategic Decisions

Evaluate all the options for resolving the problems and effectively prioritize actions or recommendations.

Inspire Entrepreneurship in People

Inspire team members through effective communication of ideas and motivate them to actively enhance productivity.

Elevate Organizational Capability

Engage proactively in professional development and enhance team productivity through the promotion of knowledge sharing.

Inclusion

Foster a culture of inclusion and psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).

*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. The total compensation package for this position may also include other elements, including a sign-on bonus, restricted stock units, and discretionary awards in addition to a full range of medical, financial, and/or other benefits (including 401(k) eligibility and various paid time off benefits, such as vacation, sick time, and parental leave), dependent on the position offered. Details of participation in these benefit plans will be provided if an employee receives an offer of employment.

If hired in the U.S., 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".

US FINANCE ONLY Applicants for this position in the Finance Division of NHA must be currently authorized to work for any employer in the United States. The Finance Division is not sponsoring or taking over sponsorship of employment visas for this position at this time.

Nomura is an Equal Opportunity Employer