Equity Quant Researcher — Risk & Portfolio Optimization

Nomura; New York (NY); On-site; USD 175,000 - 250,000; Full time

Benefits offered by this job

401(k) eligibility

Paid time off

Medical benefits

Job summary

Nomura is seeking a Quantitative Researcher to join their Cash Equities Central Risk Book team in New York. This role focuses on quantitative modeling, portfolio optimization, and risk management to support their global equities business.

The ideal candidate will have an advanced degree and 3-8 years’ experience in quantitative research or trading, along with strong programming skills in Python and kdb+/q. A comprehensive compensation package is offered, including medical benefits and a potential sign-on bonus.

Qualifications

• 3-8 years of experience in quantitative research, risk management, or trading at a financial institution.
• Strong understanding of equity markets, portfolio theory, and risk models.

Responsibilities

• Design and implement quantitative models for equity portfolio risk management.
• Develop portfolio optimization frameworks for rebalancing and capital allocation.
• Build real-time risk monitoring systems tracking P&L attribution.
• Design and enhance algorithmic execution strategies.

Skills

Programming in Python

kdb+/q

Statistics

Numerical methods

Optimization techniques

Education

PhD or Master's in Mathematics, Statistics, Physics, Financial Engineering, or Computer Science

Tools

Axioma

Barra

Bloomberg PORT

Job description

Nomura is seeking a Quantitative Researcher to join their Cash Equities Central Risk Book team in New York. This role focuses on quantitative modeling, portfolio optimization, and risk management to support their global equities business.

The ideal candidate will have an advanced degree and 3-8 years’ experience in quantitative research or trading, along with strong programming skills in Python and kdb+/q. A comprehensive compensation package is offered, including medical benefits and a potential sign-on bonus.