VP FX Quant Research - Derivatives Valuation & Modeling

NOMURA SINGAPORE LIMITED; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

Nomura Singapore Limited is seeking a VP-level Quantitative Research professional to join the Global Markets team. You will develop and implement models for valuing FX structured derivatives and work closely with Trading, Structuring and Risk Management to solve business problems and explain model behaviors.

The role requires a Master’s degree in Mathematics or a similar quantitative discipline, strong coding skills in C++ or Python, and excellent written and oral communication.

Qualifications

• Master’s degree in Mathematics, Theoretical Physics or a similar quantitative discipline.
• Experience in financial mathematics and derivative products.
• Experience coding in C++ or Python.
• Strong written and oral communication skills.

Responsibilities

• Develop and implement models for valuing FX structured derivatives.
• Collaborate with Trading, Structuring, Risk Management and other teams to solve business problems and explain models.

Skills

Financial mathematics

Derivative products

C++

Python

Communication skills

Education

Master's degree in Mathematics or Theoretical Physics or similar

Tools

C++

Python

Job description

Nomura Singapore Limited is seeking a VP-level Quantitative Research professional to join the Global Markets team. You will develop and implement models for valuing FX structured derivatives and work closely with Trading, Structuring and Risk Management to solve business problems and explain model behaviors.

The role requires a Master’s degree in Mathematics or a similar quantitative discipline, strong coding skills in C++ or Python, and excellent written and oral communication.