Quant jobs / Nomura

Quantitative Researcher – Cash Equities Central Risk Book

A research role in a global markets team managing the firm's central equity risk book. It covers risk modelling, portfolio optimisation and algorithmic execution.

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.

Build equity risk models covering factors, correlations and tail risk
Develop optimisation tools for rebalancing and hedging the book
Create transaction cost and execution quality models and execution schedules
Build real-time monitoring for P&L attribution, Greeks and exposure

What they ask for

Required

Python and kdb+/q
Statistics and numerical methods
Optimisation
Equity markets and portfolio theory
Risk models
Large-scale data processing
3–8 years in quant research, risk or trading

Preferred

Axioma, Barra or Bloomberg PORT

Education: Master's or PhD in maths, statistics, physics, financial engineering, computer science or a related field
Experience: 3–8 years in quantitative research, risk or trading
Languages and tools: Python
KDB+/q
Markets: equities

How to prepare

Build a factor risk model and use it for portfolio optimisation with constraints
Implement an optimal execution schedule (for example Almgren-Chriss) and a simple TCA
Learn kdb+/q by loading and querying tick data
Run stress tests and scenario P&L on an equity book

What to study

The Quantitative Researcher 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.