Quantitative Risk Summer Analyst — Hands-on Modeling

NOMURA HOLDINGS, INC. (Old); New York, Northern (NY, KY); Hybride; USD 86 000 - 105 000; Plein temps

Résumé du poste

Nomura invites aspiring quantitative risk professionals to join its 10-week Summer Analyst Program in New York. Analysts will engage with Market Risk, the Risk Methodology Group, and Model Validation Group, gaining hands-on exposure to traders, models, and governance.

The program emphasizes mentorship, collaboration, and practical experience within a global financial services firm. Participants benefit from discussions, seminars, and group activities, with a focus on developing analytical

Qualifications

• GPA 3.5+ required.
• Pursuing a post graduate degree in Financial Engineering, Mathematics, Statistics or related quantitative field.
• Graduating between December 2027 and June 2028 in the United States.
• Authorized to work in the United States; CPT/OPT sponsorship not available.

Responsabilités

• Support Market Risk, Risk Methodology Group (RMG), and Model Validation Group (MVG) activities as a Summer Analyst.
• Assist in analyzing risk for traded positions and regulatory/compliance tasks.
• Contribute to model validation work, data processing, and reporting under mentor guidance.

Connaissances

Strong communication

Microsoft Office

Time management

Self-starter

Formation

Quantitative field (Financial Engineering/Math/Statistics)

GPA 3.5+

Outils

Microsoft Office

Description du poste

Nomura invites aspiring quantitative risk professionals to join its 10-week Summer Analyst Program in New York. Analysts will engage with Market Risk, the Risk Methodology Group, and Model Validation Group, gaining hands-on exposure to traders, models, and governance.

The program emphasizes mentorship, collaboration, and practical experience within a global financial services firm. Participants benefit from discussions, seminars, and group activities, with a focus on developing analytical