Equity Quant Researcher — Risk & Portfolio Optimization
Nomura America Securities LLC
Nomura is seeking a Quantitative Researcher to join their Cash Equities Central Risk Book team in New York. This role focuses on quantitative modeling, portfolio optimization, and risk management to support their global equities business. The ideal candidate will have an advanced degree and 3-8 years’ experience in quantitative research or trading, along with strong programming skills in Python and kdb+/q. A comprehensive compensation package is offered, including medical benefits and a potential sign-on bonus. #J-18808-Ljbffr Nomura
Vacancy posted 5 days ago
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