Associate, Senior Quantitative Analyst

Role Description: 

You will support portfolio management and quantitative analysis including:

• Lead on various tasks to design, develop, and maintain quantitative applications and investment tools.

• Conduct independent research and analysis utilizing quantitative methods to develop innovative solutions on portfolio construction, relative value model and risk mitigation topics.

• Structure and implement deep dive analysis on internal and external strategies for due diligence and investment governance processes.

• Work as desk quant to provide quantitative support to PM and trading team, including idea generation, backtesting and production deployment.

• Create and produce fixed income analytics and factors to analyse market regimes, portfolio exposures and trend indicators.

• Work on performance attribution and risk monitoring.

• Work on emerging technologies to improve investment process and performance, such as Artificial Intelligence techniques and unstructured data sets.  

Skills, experience, qualifications and knowledge required: 

• Five years’ experience in fixed income quant or fixed income risk role

• Bachelor's or Master's degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Economics, Engineering, or related field. Advance degree or CFA designation preferred

• Strong technical skills and proficient with Python and SQL

• Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail

• Good communication skills to interact with front desk investors on daily basis. Be able to articulate sophisticated process and concepts

• Team player. Ability to work collaboratively in a fast-paced, team-oriented environment, interacting with portfolio managers, analysts, and technology professionals

• Familiarity with Aladdin system preferred 

Nomura Leadership Behaviours 

Explore Insights & Vision 

• Identify the underlying causes of problems faced by you or your team and define a clear vision and direction for the future. 

Making Strategic Decisions 

• Evaluate all the options for resolving the problems and effectively prioritize actions or recommendations. 

Inspire Entrepreneurship in People 

• Inspire team members through effective communication of ideas and motivate them to actively enhance productivity. 

Elevate Organizational Capability 

• Engage proactively in professional development and enhance team productivity through the promotion of knowledge sharing.  

Inclusion  

• Foster a culture of inclusion and psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).