full-time
Credit Quantitative Research - Associate/Vice President
Nomura
- Employer
- Nomura
- Location
- London
- Working pattern
- on-site
About the role
Develop and implement models for valuing Structured Credit Derivatives and XVA, including analytics for Regulatory Capital and Initial Margin. Collaborate with Trading, Structuring, and Risk Management teams to solve business problems and add value to the firm. Requires a first-class degree in Mathematics, Theoretical Physics, or a similar quantitative discipline from a top-tier university. Knowledge of financial mathematics and derivative products is highly desirable.