Credit Quantitative Research - Associate/VP, London

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

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.