Nomura Senior Quantitative Analyst
1 week ago
Job Summary: We are seeking a highly skilled and experienced Nomura Senior Quantitative Analyst to join our team in the Global Valuation department. This role will be responsible for developing and implementing Independent Price Verification (IPV) models for various products across Credit, Rates/FX, and Equities.
About the Role: The successful candidate will possess a strong understanding of IPV principles and have experience in developing complex models using Python and VBA programming languages. They will work closely with cross-functional teams to analyze existing assumptions, prepare detailed model documents, and suggest alternate methodologies for IPV and reserves.
Key Responsibilities:
- Develop and implement IPV models for various products across Credit, Rates/FX, and Equities
- Analyze existing assumptions in the IPV and reserve model
- Prepare detailed model documents, including functional details, assumptions, and justification for exceptions
- Suggest alternate methodologies for IPV and reserves, aiming for global consistency
- Collaborate with cross-functional teams to achieve tight deadlines
Requirements:
- Strong understanding of IPV principles and experience in developing complex models
- Proficiency in Python and VBA programming languages
- Excellent problem-solving and communication skills
- Ability to work under tight deadlines and collaborate with cross-functional teams
What We Offer:
- Competitive salary: $120,000 - $150,000 per annum
- Opportunities for career growth and professional development
- A dynamic and collaborative work environment
- Access to cutting-edge technology and tools
About Nomura Services: Nomura Services is a leading financial services company that provides innovative solutions to clients across the globe. Our team is dedicated to delivering exceptional results and building long-lasting relationships with our clients.
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