Senior Quant Researcher, Equity Risk & Algo Trading
Listed on 2026-10-18
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Finance & Banking
Data Scientist, Economics
Nomura Holdings, Inc. in New York seeks an experienced Quantitative Researcher to join our Cash Equities Central Risk Book team. You will focus on quantitative modeling, risk management, and portfolio optimization to support our global equities business.
Requirements include an advanced degree (PhD or Master’s) and 3–8 years in quantitative research, risk management, or trading. Strong Python and kdb+/q skills are essential, along with knowledge of risk systems (Axioma, Barra, Bloomberg PORT)
This role, Senior Quant Researcher, Equity Risk & Algo Trading at Nomura Holdings, Inc., could be your next move.
Full responsibilities and requirements are described in the listing above.
Learn more about the Senior Quant Researcher, Equity Risk & Algo Trading role in the description above.
We appreciate your interest in this position.
Join Nomura Holdings, Inc. and contribute to our ongoing work.
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