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About the Role
We are seeking an experienced Quantitative Researcher to join our Cash Equities Central Risk Book team. This role focuses on quantitative modeling, risk management, and portfolio optimization to support our global equities business.
Responsibilities
- 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
Requirements
- 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 Python and kdb+/q (required)
- Strong knowledge of statistics, 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
- 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).
Skills
- Python
- kdb+/q
- Statistics
- Numerical methods
- Optimization techniques
- Portfolio optimization algorithms
- Large-scale data processing
- Risk systems (Axioma, Barra, Bloomberg PORT)
- Market data platforms
Location
- New York
Work Type
- Full-time
Experience Level
- Associate/Vice President
- 3-8 years
Education Level
- PhD or Master's degree in Mathematics, Statistics, Physics, Financial Engineering, Computer Science, or related quantitative field
Salary/Compensations
- $175,000-$250,000 per year
Benefits
- Aon’s Benefit Index® ranks #1 amongst competitors
- Total compensation package may include sign-on bonus, restricted stock units, and discretionary awards
- Full range of medical, financial, and/or other benefits
- 401(k) eligibility
- Various paid time off benefits, such as vacation, sick time, and parental leave
About the Company
- Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions.
- Services include 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.
- Nomura's Global Markets department provides liquidity, market insights, and execution services to clients worldwide across various asset classes, including equities, fixed income, currencies, and commodities.
- The team's focus on innovation and technology provides clients with access to cutting-edge trading platforms and customized solutions.
- Nomura's Global Markets team specializes in market-making, risk management, and electronic trading, with a strong global presence and reputation for exceptional service to clients.
- With expertise, global reach, and commitment to innovation, Nomura's Global Markets department is well-positioned to continue driving growth and success in the financial industry.
Equal Opportunity
- Nomura is an Equal Opportunity Employer