Algorithmic Trading Model Risk Quantitative Analyst (Associate)

Nomura is seeking an Algorithmic Trading Model Risk Quantitative Analyst to join their Risk Management team. The role involves independent validation of Nomura's algorithmic trading models, assessing their conceptual soundness and integrity, and implementing model risk management processes. The ideal candidate will have strong quantitative skills and experience in data analysis and validation.

Requirements

• Working experience in a quantitative environment (Model Developer or Validator)
• Postgraduate degree in a quantitative discipline
• Experience in scientific programming & data visualization in R or Python
• Practical knowledge of optimization, statistics and machine learning
• Hands-on experience with big datasets (high frequency tick data)
• Excellent verbal & written communication skills
• Desirable: Familiarity with Valuation Models, NLP or Large Language Models, VaR/sVaR backtesting, PhD in a quantitative discipline