CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
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.
Ownership of 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, TARF, Bermudan Swaption, Cap/Floor, and other bespoke scripted products.
Lead FinTech initiative within IPV space to achieve full and robust automation on all BAU processes.
Understand potential model risk and communicate with model validation group to derive appropriate model reserve level and methodology
Associate IPV result and reserve trends to trader behavior, Macro and micro economics.
Explore market data sources including OTC market, consensus service (TOTEM, Mercure, or other relevant ones) for the best measure of fair value on the financial instruments.
Conduct and review intra-month and month end IPV testing
Communicate results and get sign-off from trading desks in a timely manner.
Ad hoc processes including pre-trade reserve analysis
Pro-active management of valuation risk; Lead the coordination of solutions in partnership with the product controllers, front office quant, model validation, market risk, and other institutional groups;
Challenge existing IPV/reserve methodologies, working practices and improve quality and efficiencies.
Key Experience & Skills
Solid market knowledge and intuitive understanding of financial products is essential. Direct working experience in pricing FX options or interest rate products is desired.
3+ 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 from a top university, preferably in engineering, accounting, econometrics. Advanced degree/qualification would be advantageous.
Independent research experience with publications in peer-reviewed journal will be highly valued.
Strong communication skills and attention to details
Demonstration Fintech capability with experience in structured VBA programming, Python, RPA software such as UIPath. Experience with data-mining with Matlab/R is desired
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: 6553427
About Nomura Asia
eFinancialCareers is a career site specializing in financial services.