Quant Researcher - Equity Risk & Portfolio Optimization

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

Job summary

Nomura's Global Markets group in New York is seeking a Quantitative Researcher to advance quantitative modeling, risk management, and portfolio optimization for the cash equities desk. The role emphasizes building real-time risk analytics, designing execution strategies, and collaborating with trading desks to manage central risk.

A PhD or Master’s in a quantitative field plus several years' experience are required.

Qualifications

• Advanced degree in a quantitative field (PhD or Master’s).
• 3–8 years in quantitative research, risk, or trading at a financial institution.
• Strong knowledge of equity markets and risk models.
• Proficiency with Python and kdb+/q is required.

Responsibilities

• Design and implement equity portfolio risk models and tail risk analytics.
• Develop portfolio rebalancing, hedging, and capital-allocation frameworks.
• Build real-time risk monitoring for P&L, Greeks, and exposure metrics.
• Create and evaluate risk-mitigation strategies with trading desks.

Skills

Python

kdb+/q

Statistics

Optimization

Portfolio optimization

Data processing

Risk systems familiarity

Education

Master's or PhD in quantitative field

Tools

Axioma

Barra

Bloomberg PORT

Job description

Nomura's Global Markets group in New York is seeking a Quantitative Researcher to advance quantitative modeling, risk management, and portfolio optimization for the cash equities desk. The role emphasizes building real-time risk analytics, designing execution strategies, and collaborating with trading desks to manage central risk.

A PhD or Master’s in a quantitative field plus several years' experience are required.