Quant Trading Strats - Vice President

Nomura; Greater London; Sur place; GBP 150 000 - 230 000; Plein temps

Résumé du poste

Nomura in London seeks a Vice President to lead the research, design, and implementation of next-generation equity execution algorithms for global markets. You will advance smart order routing and low-latency strategies with strong ML and statistical modelling.

Responsibilities include building production-grade systems, backtesting frameworks, and collaborating with traders, risk, product, and technology teams to deliver high-performance trading solutions while ensuring regulatory compliance.

Qualifications

• Advanced degree in CS, Financial Engineering, Mathematics, or related field.
• 0
• 5+ years in trading or real-time algorithm development in a financial institution.
• 3+ years in R&D of agency execution algorithms, smart order routing, liquidity seeking, market making, or high-frequency strategies.
• Deep expertise in equity market microstructure, order book dynamics, and execution strategies.
• Strong knowledge of stochastic calculus and statistical modelling.
• Strong programming skills in Python or R; Java desirable.
• Experience with numerical libraries and optimisation frameworks.
• Q/KDB or time-series databases desirable.
• Proven track record of developing and deploying production trading algorithms.
• Experience with machine learning applications in trading.
• Strong understanding of regulatory requirements and compliance frameworks (MiFID II, Reg NMS, best execution).
• Excellent leadership, communication, and stakeholder management skills.
• Ability to translate business requirements into technical solutions.
• Low-latency, high-performance computing experience (preferred).
• Experience with C++ for performance-critical components (preferred).
• Knowledge of distributed systems and concurrent programming (preferred).
• Publications or patents in algorithmic trading or market microstructure (preferred).

Responsabilités

• Lead research and design of next-generation equity execution algorithms.
• Lead research initiatives on equity market microstructure and venue behavior.
• Develop and optimize low-latency, high-throughput algorithms for best execution.
• Build and maintain backtesting frameworks and performance analytics tools.
• Collaborate with traders, risk, product, sales, and technology teams on new product development.
• Mentor junior team members and provide technical guidance.
• Ensure regulatory compliance with Risk, Legal, Compliance, and Audit teams.
• Drive continuous improvement of execution quality and algorithm performance.
• Lead product development initiatives from concept to production deployment.

Connaissances

Quantitative research

Algorithm development

Low-latency systems

Machine learning

Python

C++

KDB/Q

Backtesting

Formation

MS/PhD in CS or related field

Outils

Python

R

C++

Q/KDB

Backtesting frameworks

Description du poste

Quant Trading Strats Corporate Title: Vice President

Department: Global Markets

Location: London

Company overview Nomura is a financial services group with an integrated global network. By connecting markets East & West, we service the needs of individuals, institutions, corporates and governments through our four business divisions: Wealth Management, Investment Management, Wholesale (Global Markets and Investment Banking) and Banking. Driven by the insights of some 28,000 people worldwide, we put our clients at the center of everything we do, delivering unparalleled access to, from and within Asia.

Department Overview

Instinet, a subsidiary of Nomura, is a leading global electronic trading platform that offers innovative solutions to institutional clients. With a team of experienced professionals, Instinet provides clients with customized trading strategies and access to liquidity across multiple asset classes. The platform's cutting‑edge technology and commitment to client satisfaction have made it a valuable partner for clients looking to optimize their trading performance. Instinet's mission is to continue driving growth and success in the electronic trading space through its focus on technology, innovation, and client service.

Role Description

• Senior quantitative researcher leading the research, design, and implementation of next-generation equity execution algorithms for global markets


• Research, design, implement, and maintain next-generation equity trading algorithms including smart order routing and high-frequency strategies


• Develop and optimize low‑latency, high‑throughput algorithms for best execution and smart order routing


• Apply advanced statistical modelling and machine learning to develop signals, market impact models, and optimal trading schedules


• Lead research initiatives on equity market microstructure, order book dynamics, and venue behaviour


• Optimize venue selection, queue priority, and dark/lit routing across fragmented markets


• Build and maintain backtesting frameworks and performance analytics tools


• Design production‑quality systems with focus on modularity, scalability, and resilience


• Drive continuous improvement of execution quality and algorithm performance


• Collaborate with traders, risk, product, sales, and technology teams on new product development


• Manage client‑specific customizations and respond to complex analytics requests


• Mentor junior team members and provide technical guidance


• Ensure regulatory compliance and partner with Risk, Legal, Compliance, and Audit teams


• Lead product development initiatives from concept to production deployment

Skills, experience, qualifications and knowledge required

• Advanced degree (MS/PhD) in Computer Science, Financial Engineering, Mathematics, Statistics, Physics, or related field


• 5+ years in trading or real‑time algorithm development in a financial institution


• At least 3 years in R&D of agency execution algorithms, smart order routing, liquidity seeking, market making, or high‑frequency strategies


• Deep expertise in equity market microstructure, order book dynamics, and execution strategies


• Strong knowledge of stochastic calculus and statistical modelling


• Strong programming skills in Python or R; Java desirable


• Experience with numerical libraries and optimisation frameworks


• Q/KDB or time‑series databases desirable


• Proven track record of developing and deploying production trading algorithms


• Experience with machine learning applications in trading


• Strong understanding of regulatory requirements and compliance frameworks (MiFID II, Reg NMS, best execution)


• Excellent leadership, communication, and stakeholder management skills


• Ability to translate business requirements into technical solutions


• Low‑latency, high‑performance computing experience (preferred)


• Experience with C++ for performance‑critical components (preferred)


• Knowledge of distributed systems and concurrent programming (preferred)


• Publications or patents in algorithmic trading or market microstructure (preferred)

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