Head of FI Investment Risk and Quantitative Research

Nomura Holdings, inc. • Philadelphia, PA

31d

About The Position

The Markets and Quant – Fixed Income team will work with the investment teams within Fixed Income 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 the roleholder will be required to:

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, relative value model 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 fixed income analytics and factors to analyze market regimes, portfolio exposures and trend indicators.
Work on performance attribution and risk monitoring.
Work on emerging technologies to improve investment process and performance, such as Artificial Intelligence techniques and unstructured data sets.
Be key in automating and developing regular tasks, process improvement and development, and creating robust investment tools with excellent consumer experience.

Requirements

• 10+ experience in fixed income quant or fixed income 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 process 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

Nice To Haves

• Advance degree or CFA designation preferred
• Familiarity with Aladdin system preferred

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, relative value model 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 fixed income analytics and factors to analyze market regimes, portfolio exposures and trend indicators.
• Work on performance attribution and risk monitoring.
• Work on emerging technologies to improve investment process and performance, such as Artificial Intelligence techniques and unstructured data sets.
• 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