Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm practices disciplined entrepreneurship while building on a long tradition of serving clients with creative solutions and considered thought leadership.
Own BAU processes including reserve calculation, price testing (IPV), stale mark monitoring, and balance sheet categorization (FAS157). Product scope includes but not limited to standard FX options, Bermudan Swaptions, range accrual, and other bespoke script products.
Provide support in Global Structured Note Issuance Program with capability of understanding both operational, technical, and accounting aspects.
Lead FinTech initiative within IPV space as a SME to achieve robust automation on all BAU processes.
Communicate and analyze IPV result and reserve trends to trader behavior, Macro and micro economics.
Explore market data sources including OTC market and consensus service for the best measure of fair value on the financial instruments.
Ad hoc processes including pre-trade reserve analysis
Pro-active management of valuation risk across both Macro business and Structured Note Issuance Program; Ability to work through the fundamentals and derive solutions in partnership with the product controllers, front office quant, model validation, market risk, accounting policy, and other institutional groups;
Challenge existing valuations model and IPV/reserve methodologies, working practices and improve quality and efficiencies
Key Experience & Skills
7+ years of experience in investment banks/brokerage house/public accounting, with experience as a trader, trading assistant, risk, product control/valuation, or quant.
University degree preferably in engineering, mathematics, operational research. Advanced degree/qualification would be advantageous.
Independent research experience with publications in peer-reviewed journal will be highly valued.
Strong quantitative, analytical, and organizational skills. Programming experience in C/C++, Java, VBA is desired.
Solid market knowledge and intuitive understanding of financial products is essential.
Hands-on experience with Structured Note Issuance Program is an advantage.
Excellent interpersonal and communication skills and attention to details
Regional Disclaimers / Diversity Statement
Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation.
Internal Number: 8076831
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