Vice President, eFX Quantitative Research

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

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.

Role Overview

We are seeking a talented and motivated individual to join our eFX business as an eFX Quant. This role is integral to the modelling team, which forms the backbone of our eFX operations.

Key Responsibilities:

• Idea Generation and Development:
• Create innovative algorithms and signals for the eFX business
• Conduct thorough calibration, backtesting, and stress testing of new models
• Collaboration with Development Team:
• Work closely with developers to implement ideas into production
• Ensure smooth transition from concept to operational status
• Post-Deployment Monitoring:
• Oversee the performance of implemented models
• Conduct regular assessments and propose refinements as needed
• Stakeholder Management:
• Foster strong relationships with internal partners, including:
• Trading functions
• Sales teams
• Second line of defence
• Serve as a trusted advisor in the algorithmic eFX business

Ideal Candidate Profile

• Strong quantitative background with expertise in financial modelling
• Excellent problem-solving and analytical skills
• Ability to translate complex ideas into practical solutions
• Outstanding communication skills, both written and verbal
• Team player with a collaborative mindset
• Adaptability to work in a fast-paced, dynamic environment

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).