Quant jobs / Nomura

eTrading Strategist / Developer – Rates (VP / Executive Director)

A senior strat-developer role on a rates electronic trading team operating across London, New York and Tokyo. It focuses on automated strategies and low-latency Java systems.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop and refine automated rates trading strategies using statistical analysis
Optimise execution algorithms to reduce market impact
Review live strategy performance and tune it
Maintain venue and liquidity-provider connections and contribute to the trading stack

What they ask for

Required

Java in low-latency settings
Market microstructure and order types
Exchange connectivity
Electronic trading experience
Problem-solving under pressure
2+ years in electronic trading

Preferred

Multiple asset classes
Market making and risk techniques
MiFID II and Reg NMS
Distributed systems and cloud
KDB
HFT and execution algorithms

Education: Degree in computer science, maths, physics or a related quantitative field
Experience: At least 2 years in electronic trading or a similar role
Languages and tools: Java
KDB+/q
Markets: fixed-income

How to prepare

Build a low-latency Java event loop that processes order book updates and measure its latency
Study how rates venues, RFQ and order book trading work
Implement a simple market-making strategy with inventory control and backtest it
Learn KDB+/q for time-series analysis of trade and quote data

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

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Read the full posting on Nomura’s site before applying: requirements, location and pay can change after we check them.

View the posting on Nomura’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Nomura and doesn’t handle applications.