Model Risk - Investment Management

We are seeking an experienced Vice President to join our Model Validation Group (MVG) with primary responsibility for reviewing and validating models utilized across the Investment Management Division (IMD), including Nomura Asset Management International. The role will provide independent validation oversight for sophisticated quantitative models that are critical to our global investment management operations.

Requirements

• 3+ years of experience at VP or equivalent level in model validation, quantitative analysis, portfolio management, or risk management
• Master’s degree or higher in Math, Statistics, Economics, or related quantitative discipline
• Expertise in at least one of the following areas: Risk Models related to Var or Counterparty exposure, Pricing Models from one of the asset classes: Interest Rate/FX/Equity Derivatives/Credit, Quantitative investment management, asset allocation, and portfolio optimization, Risk management within asset management companies, Corporate valuation methods, Index calculation methodologies, including Quantitative Investment Strategies (QIS)
• Advanced proficiency in Python, R, and/or VBA for quantitative modeling and analysis
• A team player with strong verbal and written communication skills

Benefits

• 401(k) eligibility
• Paid time off benefits
• Parental leave