e-FX P

Nomura • Mumbai, IN

145d

About The Position

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. Nomura Services, India supports the group's global businesses with world-class capabilities in trading support, research, information technology, financial control, operations, risk management and legal support. At Nomura, creating an inclusive workplace is a priority, with various initiatives aimed at fostering inclusion and diversity. The Global Markets Powai team supports Securitized Products, Rates, FX, Credit and Equities, providing critical support for research, quantitative modelling, sales and trading support, pricing and balancing, product development and strategy. The Algo Strategies team in Mumbai is part of the Global Quants team, developing systematic trading strategies and execution algorithms using mathematical and statistical methods.

Requirements

• Master's, PhD, or equivalent degree in mathematics, sciences, statistics, engineering, financial engineering, computer science or other quantitative fields.
• Mastery of advanced mathematics and statistics (i.e. probability theory, time series, econometrics, optimization), with core expertise in machine learning theory, techniques and tools.
• Exceptional analytical, quantitative and problem-solving skills.
• Strong communication and interpersonal skills.
• Programming experience with one or more of Java, C, C++, Python, Tensorflow.

Nice To Haves

• Experience in Mid-Pricing for G10 forwards, EM Forwards, NDFs and Spot.
• High Frequency programming experience with latency reductions in FX, building Testing Environments, optimizing Data lakes.
• Prior experience in microstructure research or developing execution strategies or short term price prediction models.
• Strong knowledge of Fixed Income products.

Responsibilities

• Analyzing and developing mathematical models for systematic quantitative trading strategies such as Electronic trading Algorithms, Market Making, Index Arbitrage, Execution Algorithms, Statistical Arbitrage, Portfolio Optimisation and flow recommendation research.
• Guiding models through the entire development lifecycle including preparing high quality documentation and driving the models through the internal model review and approval process.
• Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring and reporting.
• Engineering innovative solutions using approaches such as time-series forecasting, predictive modelling, cluster analysis, dimensionality reduction, etc.
• Developing and managing quantitative analytics to identify market dislocations and trading opportunities in FX and Rates markets.
• Developing analytics to assist in smarter risk management of the trading books.
• Laying out a formal architecture for building tools.
• Working closely with traders across various markets to build a wide spectrum of tools.
• Systematically analyzing all patterns driven by flows in the FX and Rates markets.

What This Job Offers

• Industry: Securities, Commodity Contracts, and Other Financial Investments and Related Activities
• Number of Employees: 5,001-10,000 employees