Quant jobs / Nomura

Quantitative Analyst – Securitized Products (MBS/ABS Models)

An early-career front-office quant role on a securitised products desk, building mortgage- and asset-backed securities models. It works with the desk's counterpart teams in Europe and the US.

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 models for mortgage- and asset-backed securities
Implement pricing models in C++, using Intex analytics APIs
Learn the global securitisation products the desk trades
Support the desk with analysis and reports on macro and regulatory themes

What they ask for

Required

C++
Mathematics aptitude
Financial markets and investment concepts
Problem-solving
Teamwork

Preferred

Experience in EMEA or US securitisation markets
Intex API experience

Education: B.Tech, M.Tech, MSc or PhD in computer science, electrical engineering, maths, statistics, financial engineering or physics
Experience: 0–2 years; securitisation market exposure preferred
Languages and tools: C++
Markets: fixed-income, credit

How to prepare

Learn how MBS and ABS cash flows work: prepayment, default, severity and waterfalls
Implement a simple prepayment and default cash flow model in C++
Study interest rate models and OAS calculation
Read an agency MBS and a CLO or auto ABS term sheet and map its waterfall

What to study

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

Open the roadmap

Apply

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.