Senior Fixed Income Quant & Portfolio Strategist

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

Job summary

Nomura is seeking a seasoned fixed income quant to support portfolio management and quantitative analysis in the U.S. market. You will design and maintain quantitative tools, backtest investment ideas, and contribute to risk management and governance processes.

The role requires five years in a fixed income quant or risk capacity, strong Python/SQL skills, and the ability to collaborate with PMs and traders in a fast-paced environment. Aladdin familiarity is a plus.

Qualifications

• Five years’ experience in fixed income quant or fixed income risk role.
• Degree in Mathematics, Statistics, CS, Economics, Engineering or related field; CFA preferred.

Responsibilities

• Lead on tasks to design, develop, and maintain quantitative applications and investment tools.
• Conduct independent research using quantitative methods for portfolio construction, relative value, and risk mitigation.
• Structure and implement deep-dive analyses on strategies for due diligence and governance.
• Serve as desk quant providing Q&A support to PM/trading, including backtesting and deployment.
• Create fixed income analytics to analyze market regimes, exposures and trend indicators.
• Support performance attribution and risk monitoring.
• Explore AI techniques and unstructured data to improve investment processes.

Skills

Python

SQL

Quantitative research

Portfolio construction

Risk analysis

Education

Bachelor’s or Master’s in quantitative field

Tools

Aladdin

Job description

Nomura is seeking a seasoned fixed income quant to support portfolio management and quantitative analysis in the U.S. market. You will design and maintain quantitative tools, backtest investment ideas, and contribute to risk management and governance processes.

The role requires five years in a fixed income quant or risk capacity, strong Python/SQL skills, and the ability to collaborate with PMs and traders in a fast-paced environment. Aladdin familiarity is a plus.