Head of Equity Risk and Quant Research

Nomura Holdings, inc. • Philadelphia, PA

2d • $320,000 - $365,000

About The Position

The Markets and Quant – Equity team will work with the investment teams within Equity delivering and maintaining quantitative analytics to support the investment process from research through to portfolio construction. The team will also support the interpretation and understanding of portfolio performance and behavior. The team are required to work with complex data sets, build analytical tools and reporting and communicate key insights effectively.

Specifically, as the Head of Equity Risk and Quant Research, you will:

Requirements

• 10+ experience in equity quant or equity risk role
• Bachelor's or Master's degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Economics, Engineering, or related field.
• Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail
• Good communication skills to interact with front desk investors on daily basis. Be able to articulate sophisticated processes and concepts to business stakeholders
• Ability to manage and mentor a small team while being hands-on analytically
• Team player. Ability to work collaboratively in a fast-paced, team-oriented environment, interacting with portfolio managers, analysts, and technology professionals
• Familiarity with Axioma, MSCI Barra, or similar equity risk models preferred

Nice To Haves

• Advanced degree or CFA designation preferred
• Experience with alternative data sources (satellite imagery, social sentiment, earnings call transcripts) a plus

Responsibilities

• Manage and lead the team that provides portfolio management and quantitative analysis support.
• Lead on various tasks to design, develop, and maintain quantitative applications and investment tools.
• Conduct independent research and analysis utilizing quantitative methods to develop innovative solutions on portfolio construction, alpha generation models and risk mitigation topics.
• Structure and implement deep dive analysis on internal and external strategies for due diligence and investment governance processes.
• Lead the team that provides quantitative support to PM and trading team, including idea generation, back testing and production deployment.
• Create and produce equity analytics and factors to analyze market regimes, portfolio exposures, sector rotation and momentum indicators.
• Work on performance attribution and risk monitoring including factor exposure analysis and style drift detection.
• Work on emerging technologies to improve investment process and performance, such as Artificial Intelligence techniques, alternative data sets, and ESG integration.
• Be key in automating and developing regular tasks, process improvement and development, and creating robust investment tools with excellent consumer experience.

Benefits

• full range of medical, financial, and/or other benefits (including 401(k) eligibility and various paid time off benefits, such as vacation, sick time, and parental leave)

What This Job Offers

• Job Type: Full-time
• Career Level: Executive