Credit Quant

London, England, United Kingdom

8/4/2025

Job description:

Department overview:

Nomura's Global Markets Division handles client transactions for financial institutions, corporates, governments and investment funds around the world. We act as market makers, trading in fixed income and equity securities, including currencies, interest rates and credit in cash, derivatives and structured products. We have taken market-leading positions across the globe by leveraging the strength of our talent, client relationships and technology.

By developing strong relationships with our client base through consistent interaction, independent advice and pre-eminent access to Asia, we have built a powerful global franchise across interest rates, currency and credit products. Our client services cover both high-volume flow products and carefully tailored structured solutions. We have adapted to the changing financial landscape to build a client centric focus differentiated by innovation, electronic and service excellence and market-leading derivatives capabilities.

Key objectives critical to success:

Nomura seeks to recruit an Associate or Vice President level professional to work in the Global Markets Credit Quantitative Research team. The position will involve development and implementation of models for valuing Structured Credit Derivatives and XVA, as well as potentially analytics related to Regulatory Capital, Initial Margin, and other financial resources. Another key component of the role is working closely with Trading, Structuring, Risk Management and other teams to solve business problems, analyse and explain models, and help add value to the firm's bottom line.

Skills, experience, qualifications and knowledge required:

• The successful candidate will have a first-class degree from a top-tier university in Mathematics, Theoretical Physics or a similar quantitative discipline.
• He or she will be able to show evidence of strong written and oral communication skills.
• Knowledge and experience of financial mathematics and relevant derivative products is desirable.

Nomura competencies 

Explore Insights & Vision 

• Identify the underlying causes of problems faced by you or your team and define a clear vision and direction for the future. 

Making Strategic Decisions 

• Evaluate all the options for resolving the problems and effectively prioritize actions or recommendations. 

Inspire Entrepreneurship in People 

• Inspire team members through effective communication of ideas and motivate them to actively enhance productivity. 

Elevate Organizational Capability 

• Engage proactively in professional development and enhance team productivity through the promotion of knowledge sharing.  

Inclusion  

• Respect DEI, foster a culture of psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).