VP, FX Quant Research — Quantitative Derivatives & Modelling

Nomura Holdings, Inc.; Singapore; On-site; SGD 180,000 - 320,000; Full time

Job summary

Nomura seeks a Vice President for FX Quantitative Research in its Global Markets division in Singapore. The role focuses on developing and implementing models for FX structured derivatives and close collaboration with Trading, Structuring and Risk Management teams.

The candidate will demonstrate advanced quantitative skills, experience in financial mathematics, and proficiency in C++ or Python, contributing to the firm's analytical framework and risk assessment.

Qualifications

• Master’s degree in Mathematics, Theoretical Physics or a similar quantitative discipline.
• Proven experience of financial mathematics and relevant derivative products.
• Proven experience of coding in C++ or Python.
• Demonstrate strong written and oral communication skills.

Responsibilities

• Develop and implement models and methodologies for valuing FX Structured Derivatives.
• Collaborate 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

Strong written and oral communication

Financial mathematics

Education

Master’s degree in Mathematics, Theoretical Physics or quantitative discipline

Tools

C++

Python

Job description

Nomura seeks a Vice President for FX Quantitative Research in its Global Markets division in Singapore. The role focuses on developing and implementing models for FX structured derivatives and close collaboration with Trading, Structuring and Risk Management teams.

The candidate will demonstrate advanced quantitative skills, experience in financial mathematics, and proficiency in C++ or Python, contributing to the firm's analytical framework and risk assessment.