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Nomura
Maharashtra, IND
Onsite
Discovered 1 weeks ago
fixed income quantitative researchderivatives pricingfinancial risk modelingC++object-oriented programmingpricing libraries
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fixed income quantitative researchderivatives pricingfinancial risk modeling
Role Overview
The role sits in Nomura's Fixed Income Quant Research team within the Global Markets Division.
The Mumbai team develops models for pricing and risk-managing fixed-income products and related derivatives.
The global quantitative research team operates across London, Tokyo, Mumbai, New York, and Singapore.
Key Skills for This Role
fixed income quantitative researchderivatives pricingfinancial risk modelingC++object-oriented programmingpricing libraries
Full Job Posting
Business and Team Overview
The role sits in Nomura's Fixed Income Quant Research team within the Global Markets Division.
The Mumbai team develops models for pricing and risk-managing fixed-income products and related derivatives.
The global quantitative research team operates across London, Tokyo, Mumbai, New York, and Singapore.
Role Responsibilities
- Develop pricing and risk models for trades across interest rates, bonds, equities, foreign exchange, and credit.
- Implement pricing models in C++ and build production-quality shared pricing libraries.
- Work with traders, structurers, risk managers, IT groups, and other corporate functions.
- Calculate fast Greeks and support systems development.
- Own models end to end, including documentation, reserves, performance monitoring, issues, signoffs, and fixes.
Qualifications
- Bachelor's degree or higher in computer science, electrical or electronics engineering, mathematics, statistics, financial engineering, or physics.
- Strong object-oriented programming skills and primary development experience in C++.
- Solid mathematical grounding in calculus, linear algebra, probability, stochastic processes, numerical methods, and interpolation.
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