Head of Equity Risk and Quant Research

Job Title: Head of Equity Risk and Quant Research

Corporate Title: Executive Director

Department: Equities

The pay range for this position at commencement of employment is expected to be between $225k and $265k year* (see below footnote for additional compensation and benefits information).

Company Overview

Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit

Aon's Benefit Index®, Nomura's benefits rank #1 amongst our competitors

Division Overview: NAM International

The international business brings together a legacy of investing in public and private markets on a global scale. Through active management, we deliver differentiated and innovative solutions across equities, fixed income, multi-asset, and private credit supported by a team of disciplined and tenured investment professionals. Building upon Nomura's century long heritage, our teams are responsible stewards of clients' capital. We approach everything we do with accountability, curiosity, and integrity to help clients across wealth and institutional channels navigate an ever-changing market, capture opportunities around the world, and reach long-term investment goals.

Role Description:

The Markets and Quant - Equity team will work with the investment teams within Equity delivering and maintaining quantitative analytics to support the investment process from research through to portfolio construction. The team will also support the interpretation and understanding of portfolio performance and behavior. The team are required to work with complex data sets, build analytical tools and reporting and communicate key insights effectively.

Specifically, as the Head of Equity Risk and Quant Research, you will:

• Manage and lead the team that provides portfolio management and quantitative analysis support.
• 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, alpha generation models and risk mitigation topics.
• Structure and implement deep dive analysis on internal and external strategies for due diligence and investment governance processes.
• Lead the team that provides quantitative support to PM and trading team, including idea generation, back testing and production deployment.
• Create and produce equity analytics and factors to analyze market regimes, portfolio exposures, sector rotation and momentum indicators.
• Work on performance attribution and risk monitoring including factor exposure analysis and style drift detection.
• Work on emerging technologies to improve investment process and performance, such as Artificial Intelligence techniques, alternative data sets, and ESG integration.
• Be key in automating and developing regular tasks, process improvement and development, and creating robust investment tools with excellent consumer experience.

Skills, experience, qualifications and knowledge required:

• 10+ experience in equity quant or equity risk role
• Bachelor's or Master's degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Economics, Engineering, or related field. Advanced degree or CFA designation preferred
• 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 processes and concepts to business stakeholders
• Ability to manage and mentor a small team while being hands-on analytically
• Team player. Ability to work collaboratively in a fast-paced, team-oriented environment, interacting with portfolio managers, analysts, and technology professionals
• Familiarity with Axioma, MSCI Barra, or similar equity risk models preferred
• Experience with alternative data sources (satellite imagery, social sentiment, earnings call transcripts) a plus

Nomura Competencies

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).

*base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience. The total compensation package for this position may also include other elements, including a sign-on bonus, restricted stock units, discretionary awards and eligibility for commissions for applicable sales roles in addition to a full range of medical, financial, and/or other benefits (including 401(k) eligibility and various paid time off benefits, such as vacation, sick time, and parental leave), dependent on the position offered. Details of participation in these benefit plans will be provided if an employee receives an offer of employment.

If hired in the U.S., employee will be in an "at-will position" and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors".

Nomura is an Equal Opportunity Employer