Head of Fixed Income Market and Quant Research

Nomura Holdings, inc. • Philadelphia, PA

32d • $220,000 - $300,000

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. For further information about Nomura, visit www.nomura.com.
Aon’s Benefit Index®, Nomura’s benefits rank #1 amongst our competitors

Division Overview: NAM International
The international business brings together a legacy of investing in public and private markets on a global scale. Through active management, we deliver differentiated and innovative solutions across equities, fixed income, multi-asset, and private credit supported by a team of disciplined and tenured investment professionals. Building upon Nomura’s century long heritage, our teams are responsible stewards of clients’ capital. We approach everything we do with accountability, curiosity, and integrity to help clients across wealth and institutional channels navigate an ever-changing market, capture opportunities around the world, and reach long-term investment goals.Role Description:
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. Advance degree or CFA designation preferred
• 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.

What This Job Offers

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