Quantitative Risk Analytics Summer Analyst

NOMURA HOLDINGS, INC. (Old); New York, Northern (NY, KY); Hybrid; USD 86,000 - 105,000; Full time

Job summary

Nomura is offering a 10-week Quantitative Risk Management Summer Analyst Program in New York. Analysts will gain hands-on exposure to risk management of markets and models, under senior mentors, with seminars and discussion groups.

The program covers Market Risk, Risk Methodology Group and Model Validation Group, providing a pathway to full-time employment and strong industry exposure for high-potential graduates graduating 2027-2028.

Qualifications

• GPA 3.5+ required.
• Pursuing a postgraduate degree in Financial Engineering, Mathematics, Statistics or related quantitative field.
• Graduating between December 2027 and June 2028 at a college/university in the United States.

Responsibilities

• Market Risk: assist in risk management of traded positions across fixed income and equities under supervision.
• Risk Methodology Group: contribute to development or improvement of a risk model used in capital calculations or reporting.
• Model Validation Group: help review model documentation, assess assumptions and prepare validation reports with senior validators.

Skills

Strong communication

Organizational skills

Time management

Microsoft Office skills

Self-starter with finance knowledge

Outstanding academic qualifications

Education

Postgraduate degree in Financial Engineering/Math/Statistics or related quantitative field

GPA 3.5+

Graduating Dec 2027 - Jun 2028 (US college/university)

Job description

Nomura is offering a 10-week Quantitative Risk Management Summer Analyst Program in New York. Analysts will gain hands-on exposure to risk management of markets and models, under senior mentors, with seminars and discussion groups.

The program covers Market Risk, Risk Methodology Group and Model Validation Group, providing a pathway to full-time employment and strong industry exposure for high-potential graduates graduating 2027-2028.