Quantitative Analyst, Vice President

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  • Published:

    16 days ago

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    Nomura Careers

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Department overview:

The Risk Department at Nomura is broadly organised according to the main risk classes covering Risk Methodology, Market Risk Management and Credit Risk Management. The Risk Department provides senior management with an independent view of the principal risks taken by individual business units. The risk profile of Nomura arises from trading in Equities, FX, Credit, Rates and Commodities and from cash as well as vanilla and structured derivatives.
Within Risk Management, the Risk Methodology group is responsible for the development of Risk Models and Methodologies globally, including Portfolio Credit Risk models, Value-at-Risk, Credit Exposure and Credit Ratings.

Key objectives critical to success:

  • Take the initiative to develop practical solutions to the challenges faced in modelling financial risk.
  • Work closely with control functions (e.g. Model Validation, Internal & External Audit, regulators) to explain and defend modelling choices.
  • Work co-operatively with colleagues across the firm, including the front office, technology and finance.
  • Quantitative support to risk management/trading desks for pre-deal portfolio risk and regulatory/economic capital analysis.
  • Enthusiastically develop knowledge of the firm's business, systems and processes.

Skills, experience, qualifications and knowledge required:



  • Master's or PhD degree in a quantitative field.
  • Experience in programming in Python, Java, C++, VBA or similar.
  • Some experience of financial risk modelling and/or derivatives pricing.
  • Ability to write clear documentation such that models can be understood by control functions and users.


  • Experience of developing code using GitLab/GitHub.
  • Knowledge of risk based capital regulations (Basel 3, IRB, FRTB, CRR 2) and/or accounting rules (IFRS9/CECL).
  • Experience of economic capital modelling.

Nomura competencies


Trusted Partner

  • Understand clients' needs and issues, and respond with high-quality proposals
  • Acquire capabilities to perform one's responsibilities and contribute to being a Trusted Partner

Entrepreneurial leadership

  • Produce new ideas that might challenge the status-quo or oneself




  • Seek advice from senior colleagues and utilize it for improved results
  • Collaborate with members from relevant departments


  • Contribute to the success of the organization both quantitatively and qualitatively, and act with awareness of the impact on others
  • Serve as role model and provide guidance to junior employees


  • Have a good understanding of corporate philosophy, professional ethics, compliance, risk management, and code of conduct, and make decisions and take actions accordingly