Credit Quantitative Research - Associate/Vice President

Nomura Holdings, Inc.; Greater London; On-site; GBP 100,000 - 150,000; Full time

Job summary

Nomura Holdings, Inc. in London seeks an Associate or Vice President for Credit Quantitative Research.

You will develop and implement models for valuing structured credit derivatives and XVA, collaborating with Trading, Structuring and Risk Management to add value across the desk. The role requires a first-class mathematics- or physics-based degree, strong written and oral communication, and knowledge of financial mathematics and derivatives.

Qualifications

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

Responsibilities

• Develop and implement models for valuing structured credit derivatives and XVA.
• Collaborate with Trading, Structuring, Risk Management and other teams to solve business problems, analyse models and add value.
• Explain models and contribute to the firm's bottom line.

Skills

Strong written and oral communication

Quantitative finance knowledge

Knowledge of financial mathematics

Education

First-class degree in Mathematics or Theoretical Physics

Job description

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Job Title: Credit Quantitative Research - Associate/Vice President

Job Code: 14390

Country: GB

City: London

Skill Category: Global Markets

Description:

Job Title: Credit Quantitative Research

Corporate Title: Associate or Vice President

Department: Global Markets Division

Location: London, UK

Department overview:

Nomura's Global Markets Division handles client transactions for financial institutions, corporates, governments and investment funds around the world. 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 the strength of our talent, client relationships and technology.

By developing strong relationships with our client base through consistent interaction, independent advice and pre-eminent access to Asia, we have built a powerful global franchise across interest rates, currency and credit products. 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.

Key objectives critical to success:

Nomura seeks to recruit an Associate or Vice President level professional to work in the Global Markets Credit Quantitative Research team. The position will involve development and implementation of models for valuing Structured Credit Derivatives and XVA, as well as potentially analytics related to Regulatory Capital, Initial Margin, and other financial resources. Another key component of the role is working closely with Trading, Structuring, Risk Management and other teams to solve business problems, analyse and explain models, and help add value to the firm's bottom line.

Skills, experience, qualifications and knowledge required:

• The successful candidate will have a first-class degree from a top-tier university in Mathematics, Theoretical Physics or a similar quantitative discipline.
• He or she will be able to show evidence of strong written and oral communication skills.
• Knowledge and experience of financial mathematics and relevant derivative products is desirable.

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

Diversity & Inclusion

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