Head Of Fi Investment Risk And Quantitative Research

Nomura International PLC

Philadelphia, Pennsylvania, US
Base: 220k-300k year; bonus/equity: not specified;...
On-site
Fixed income quantitative analysis
Portfolio construction
Risk mitigation
The role involves managing a team that provides portfolio management and quantitative analysis support for the Fixed Income team, delivering and maintaining quantitative analytics to support the investment process

Job Summary

  • The role involves managing a team that provides portfolio management and quantitative analysis support for the Fixed Income team, delivering and maintaining quantitative analytics to support the investment process.
  • Responsibilities include conducting independent research, developing innovative solutions for portfolio construction, relative value models, and risk mitigation, and creating fixed income analytics to analyze market regimes and portfolio exposures.
  • The position requires strong analytical and communication skills, the ability to manage and mentor a team while being hands-on, and familiarity with emerging technologies like AI and unstructured data sets.

Matching Summary

The role involves managing a team that provides portfolio management and quantitative analysis support for the Fixed Income team, delivering and maintaining quantitative analytics to support the investment process.

Salary

Base: 220K-300K year; Bonus/Equity: Not specified; Benefits: Full range of medical, financial, and other benefits

Skills & Requirements

Must-have

  • Fixed Income Quantitative Analysis
  • Portfolio Construction
  • Risk Mitigation
  • Quantitative Methods
  • Data Sets
  • Analytical Tools

Nice-to-have

  • Emerging Technologies
  • Artificial Intelligence
  • Unstructured Data Sets
  • Consumer Experience
  • Risk Culture

Key Requirements

  • 10+ years in fixed income quant or risk
  • Bachelor's or Master's degree in quantitative discipline
  • Advance degree or CFA designation preferred
  • Ability to manage and mentor a small team
  • Familiarity with Aladdin system preferred

Work Rights

Not specified

Tailored Resume

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