full-time
Senior Quantitative Analyst
Nomura
- Employer
- Nomura
- Location
- Philadelphia, Pennsylvania, United States
- Working pattern
- on-site
- Salary
- $115,000–$148,000 / year
About the role
Design, develop, and maintain quantitative investment applications and tools, and conduct research supporting portfolio construction, relative value analysis, risk mitigation, and investment due diligence. Provide quantitative support to portfolio managers and traders through idea generation, backtesting, fixed income analytics, performance attribution, risk monitoring, and automation of investment processes. Requires at least five years of experience in a fixed income quantitative or risk role and a bachelor's or master's degree in a quantitative discipline; an advanced degree or CFA designation is preferred. Candidates should be proficient in Python and SQL, have strong analytical and communication skills, and be able to collaborate with investment and technology teams; familiarity with Aladdin is preferred.