full-time
Global Markets - Fixed Income Quant Research - Analyst/Associate
Nomura
- Employer
- Nomura
- Location
- Mumbai City, Maharashtra, India
- Working pattern
- on-site
About the role
Develop and implement pricing and risk models for various asset classes using C++ code. Collaborate with traders, structurers, and risk managers to enable new trades and ensure accurate valuation and risk management. Requires a degree in a quantitative field such as Computer Science, Mathematics, or Physics from a top-tier institute. Must possess strong C++ programming skills and a solid grounding in the mathematics of derivatives pricing.