Quant jobs / Nomura

Senior Quantitative Analyst – Fixed Income Portfolio Risk

A quant role in an asset manager's fixed income business, building the portfolio risk function between analytics and portfolio management. You support portfolio managers with risk, construction and relative value tools.

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 and maintain risk monitoring tools and analytics for fixed income portfolios
Oversee daily portfolio risk positioning and discuss it with portfolio managers
Research portfolio construction, relative value and risk mitigation approaches
Act as desk quant: idea generation, backtesting and production deployment

What they ask for

Required

Portfolio risk and positioning
Fixed income statistics and markets
At least three fixed income asset classes
Excel, Python and SQL
Large data sets
Communication with senior investors
3–7 years in investment risk or portfolio analytics

Preferred

Aladdin

Education: Bachelor's degree, preferably in finance, economics, maths, business, data analytics or engineering
Experience: 3–7 years in investment risk or portfolio analytics
Languages and tools: Python
SQL
Excel
Markets: fixed-income

How to prepare

Build a duration, key-rate and spread risk report for a multi-sector bond portfolio
Study risk decomposition: factor, tracking error and performance attribution
Implement a simple relative value or portfolio construction model with constraints
Learn the main fixed income sectors: government, IG, high yield, loans, EM and structured

What to study

The Portfolio and Factor 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.