Nomura - Analyst - Algo Quant

Roles & responsibilities :

We are looking to hire quants to work on our QIS platform for cross-asset indices involving Rates, FX, Commodities, Equity etc. This position is for talented programmers with experience in trading business and related fields with an inquisitive spirit and extensively contribute to the platform.

The role involves :

- Working in close tandem with global structuring desk facing aggressive deadlines for index development and maintenance

- Working on developing new ideas and strategies for Index business

- Work in close collaboration with the global teams to develop scripts for indices across various asset class

- Ensuring correct publication of indices and supporting queries regarding legacy calculators

- Development of new indices/features in legacy platforms

- Enhancement and bug fixes for Index development platform

- Bespoke analysis for client and trading queries

- Overseeing the ongoing performance of deployed indices through reactive and proactive support, monitoring and reporting

Skills required:

- Programming experience with one or more of C, C++, Python

- Mastered advanced mathematics and statistics (i.e. probability theory, time series, econometrics, optimization), with core expertise in machine learning theory, techniques and tools

- Programmers who specialize in Fixed income products

- Strong communication and interpersonal Skills