Senior Fixed-Income Quant & AI-Driven Analytics

Nomura; Philadelphia (Philadelphia County); On-site; USD 115,000 - 148,000; Full time

Benefits offered by this job

Bonus eligibility

RSUs

401(k) plan

Comprehensive benefits

Job summary

Nomura is seeking a seasoned quantitative analyst to join our fixed income team in Philadelphia. You will support portfolio management and develop quantitative tools for risk, attribution, and performance analysis.

Responsibilities include backtesting, production deployment, and exploring AI techniques on unstructured data to improve investment processes. A strong background in Python/SQL and five years in fixed income quant or risk is required.

Qualifications

• 5 years’ experience in fixed income quant or fixed income risk role.
• Bachelor's or Master's degree in a quantitative field; CFA preferred.
• Proficient in Python and SQL with strong analytical skills.

Responsibilities

• Lead on tasks to design, develop, and maintain quantitative applications and investment tools.
• Conduct independent research and analysis using quantitative methods for portfolio construction and risk topics.
• Structure and implement deep dive analyses on strategies for due diligence and governance processes.
• Serve as desk quant to provide quantitative support to PM and trading team, including backtesting and deployment.
• Create fixed income analytics and factors to analyze market regimes and portfolio exposures.

Skills

Python

SQL

Fixed income quant

Fixed income risk

Education

Bachelor's or Master's in a quantitative field

CFA designation preferred

Tools

Aladdin

Job description

Nomura is seeking a seasoned quantitative analyst to join our fixed income team in Philadelphia. You will support portfolio management and develop quantitative tools for risk, attribution, and performance analysis.

Responsibilities include backtesting, production deployment, and exploring AI techniques on unstructured data to improve investment processes. A strong background in Python/SQL and five years in fixed income quant or risk is required.