Equity Derivatives, Quantitative Researcher Position Available In New York, New York

Corporate Title:

 Vice President

Department:

 Global Markets

Location:

 New York The pay range for this position at commencement of employment is expected to be between $225,000 and $250,000 per year. Company Overview Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com Aon’s Benefit Index®, Nomura’s benefits rank #1 amongst our competitors Department Overview We are looking for a quantitative analyst for a role in Equity Derivatives Quant group based in NY. The team specializes in the modelling of equity derivatives products involving numerical methods such as Monte Carlo, finite difference and a broad number of optimization techniques. The team also create tools to improve the firm’s capabilities in trading and risk management of equity derivatives products. Role Description Support and further develop quantitative models within the existing framework
Provide expertise on financial products
Deliver high quality work well and on time and manage multiple projects under time pressure Skills, Experience, Qualifications and Knowledge Required PhD in science, mathematics, physics engineering, statistics
3 + years of relevant industry experience, preferably at a large IB.
Equity derivative experience in quant or model validation role
Knowledge of stochastic calculus
Ability to learn and grow
C++, Python experience. C# is a plus
Experience with numerical methods (Monte Carlo, numerical integration, PDE/ODE solving techniques) is a plus
Ability to work with geographically distributed teams;
Strong oral and written communication skills: ability to articulate complex concepts and technical ideas to non-technical personnel •base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience. If hired, employee will be in an “at-will position” and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors”. Nomura is an Equal Opportunity Employer