Equity / Rates Derivatives Valuation Specialist

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Job description

Department (Region) overview:

- The specialist will have a visible role within the Finance group under the regional CFO, and will also interact frequently with a broad range of other groups (trading, risk, product control, model validation, etc). Ability to work under pressure and firm timelines is a must for this role.

Role Description / Areas of responsibility::

- Seeking to fill a full-time Equity and Rates Derivative specialist position in the Independent Valuations Group (IPV).

- As an integral part of the IPV team, the specialist will work to independently verify desk prices for an extensive array of Equity and Rates Derivative securities, including options, variance/volatility swaps, TRS, exotics, baskets, bermudans, etc.

- Primary responsibilities include month-end testing, reviewing new deals, improving existing methodologies while researching and implementing new ones, ad hoc pricing projects, calculation of month-end reserves and liaising with senior management, trading, risk, product control, model validation, and other groups. Additional duties involve preparing a monthly summary report for senior management and conducting monthly valuation meetings where this information is presented. The role will also involve in-depth research of certain highly-technical subjects relevant to supporting the trading business.

Key contribution areas critical to success:

- Strong problem-solving skills.

- Entrepreneurial spirit and desire to become a product-line expert/owner.

- Ability and willingness to work closely in a team environment.

- Strong quantitative and financial derivative products knowledge.

- Attention to detail; ability to deliver high-quality work under time constraints.

- Transformation mindset, with a target focus on re-shaping/improving the group from both a technical product standpoint as well as operations given the magnitude of independent data the team consumes.

Skills, experience, qualifications and knowledge required

- MS in a quantitative field, including but not limited to Financial Engineering & Math.

- Minimum of 3 years of direct experience with derivative products is strongly preferred.

- Previous hands-on experience in computer programming (preferably Python).

- Knowledge of volatility models (e.g. SABR).

- Knowledge of Alteryx is a plus.

Applicants for this position in the Finance Division of NHA must be currently authorized to work for any employer in the United States. The Finance Division is not sponsoring or taking over sponsorship of employment visas for this position at this time.

Regional Disclaimers / Diversity Statement

n Nomura is an Equal Opportunity Employer