Quants Professional

Job Title: Quants

Country: IN

City: Mumbai

Skill Category: Global Markets

Job Summary

The GM Quant team in Mumbai consists of several sub-teams, including Fixed Income Quant Research, Algorithmic Trading Strategies and e-FX Quants. The team in Mumbai comprises about ten people, with varied backgrounds in Finance, Engineering and Physics, and strong, deep knowledge of financial modelling and computer science.

This role sits within Fixed Income Quant Research, which is part of Nomura's wider Quantitative Research team. This global team has its principal centres in London, Tokyo, Mumbai, New York and Singapore. One of its aims is to predict the likely future outcomes of financial markets, as well as to develop models so that Nomura's traders can execute profitable trades and the firm can correctly value them.

Quant work involves many different skills and abilities, all of which centre around solving complex quantitative problems in an accurate and timely way. The core function of the Fixed Income Quant Research team is to develop models that calculate the correct price for any of Nomura's financial trades across all asset classes (interest rates, equity, FX, credit, etc.). This involves a sequence of steps, starting with the basic modelling of financial markets, through to designing a model for any particular product, and finally implementing that model in C++ code. Nomura's Fixed Income quants also have an industry-leading approach to calculating the risks of trades (known as the "Greeks").

Other areas of quant activity include pricing adjustments for capital, collateral and margin, as well as general advisory to the firm on risk, valuation and systems issues.

Role Responsibilities

• Development of pricing and risk models which calculate the correct worth for any of Nomura s financial trades across all the asset classes (interest rates, bond, equity, FX, credit, etc.).

• Working as a fully integrated member of the global quant team, part of the front office

• Gain knowledge of the relevant global financial products

• Understanding and implementing the state-of-the-art pricing models in C++ code

• Working with traders and structurers to enable new trades to be executed

• Interacting with risk managers and other corporate functions to explain new quant models

• Learn how to efficiently calculate Fast Greeks for the firm s trades, using state-of-the-art methodologies

• Interact with IT groups, and help steer Nomura s systems development

  Qualifications

• Experience: 0-10 years

• Qualification: B.Tech/M.Tech/MSc/PhD, ComputerScience / Electrical / Maths / Statistics / FinancialEngineering / Physics

  Key Skills

• C++

• Financial Modelling

• Quantitative Research

• Fixed Income

• Pricing Models

• Risk Management

• IT Systems Development

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