Credit Quantitative Research - Associate/Vice President at Nomura Holdings, inc. | City of London, United Kingdom | Rezi

Credit Quantitative Research - Associate/Vice President at Nomura Holdings, inc.

Credit Quantitative Research - Associate/Vice President

Nomura Holdings, inc. · City of London, United Kingdom

1 weeks ago

Credit Quantitative Research - Associate/Vice President

Nomura Holdings, inc. · City of London, United Kingdom

8 days ago
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About the Role

Nomura seeks an Associate or Vice President level professional for the Global Markets Credit Quantitative Research team. This role involves developing and implementing models for Structured Credit Derivatives and XVA valuation, potentially including analytics for Regulatory Capital and Initial Margin. A key aspect is collaborating with Trading, Structuring, and Risk Management teams to address business challenges, explain models, and contribute to the firm's profitability.

Responsibilities

  • Development and implementation of models for valuing Structured Credit Derivatives and XVA.
  • Potential analytics related to Regulatory Capital, Initial Margin, and other financial resources.
  • Working closely with Trading, Structuring, Risk Management, and other teams to solve business problems.
  • Analyzing and explaining models.
  • Contributing to the firm's bottom line by adding value.

Requirements

  • First-class degree from a top-tier university in Mathematics, Theoretical Physics, or a similar quantitative discipline.
  • Strong written and oral communication skills.
  • Knowledge and experience of financial mathematics and relevant derivative products is desirable.

Skills

  • Quantitative modeling
  • Structured Credit Derivatives valuation
  • XVA valuation
  • Regulatory Capital analytics
  • Initial Margin analytics
  • Financial mathematics
  • Derivative products
  • Written communication
  • Oral communication

Location

  • London, UK

Work Type

  • Full-time

Experience Level

  • Associate
  • Vice President

Education Level

  • First-class degree in Mathematics, Theoretical Physics, or a similar quantitative discipline

About the Company

  • Nomura's Global Markets Division handles client transactions for financial institutions, corporates, governments and investment funds globally.
  • We act as market makers, trading in fixed income and equity securities, including currencies, interest rates and credit in cash, derivatives and structured products.
  • We have taken market-leading positions across the globe by leveraging talent, client relationships and technology.
  • We have built a powerful global franchise across interest rates, currency and credit products by developing strong relationships with our client base through consistent interaction, independent advice and pre-eminent access to Asia.
  • Our client services cover both high-volume flow products and carefully tailored structured solutions.
  • We have adapted to the changing financial landscape to build a client centric focus differentiated by innovation, electronic and service excellence and market-leading derivatives capabilities.

Equal Opportunity

  • Nomura is an equal opportunity employer.
  • We value diversity and are committed to creating an inclusive environment for all our employees.
  • We do not discriminate on the basis of age, disability, gender identity and gender expression, pregnancy and maternity, marriage and civil partnership, race, religion or belief, sex or sexual orientation.
  • If you require any assistance or reasonable adjustments due to a disability or long-term health condition, please do not hesitate to contact us.
  • Nomura is an Equal Opportunity Employer