Head Of Equity Risk And Quant Research

Nomura International PLC

Philadelphia, Pennsylvania, USA
Base: $320k - $365kpyear; bonus/equity: sign-on bo...
On-site
Quantitative analytics for investment process
Develop quantitative applications and tools
Equity analytics and factor creation
Manage and lead the team that provides portfolio management and quantitative analysis support

Job Summary

  • Manage and lead the team that provides portfolio management and quantitative analysis support.
  • Conduct independent research and analysis utilizing quantitative methods to develop innovative solutions on portfolio construction, alpha generation models and risk mitigation topics.
  • Work on emerging technologies to improve investment process and performance, such as Artificial Intelligence techniques, alternative data sets, and ESG integration.

Matching Summary

Manage and lead the team that provides portfolio management and quantitative analysis support.

Salary

Base: $320k - $365k/year; Bonus/Equity: Sign-on bonus, restricted stock units, discretionary awards; Benefits: Medical, financial, 401(k), paid time off

Skills & Requirements

Must-have

  • Quantitative analytics for investment process
  • Develop quantitative applications and tools
  • Equity analytics and factor creation
  • Performance attribution and risk monitoring
  • Manage and lead a quantitative team

Nice-to-have

  • Emerging technologies like AI and ESG
  • Automating and improving investment processes
  • Experience with alternative data sources

Key Requirements

  • 10+ years in equity quant or equity risk
  • Bachelor's or Master's degree in a quantitative discipline
  • Familiarity with Axioma, MSCI Barra, or similar equity risk models

Work Rights

Not specified

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