Experience applying quantitative analysis to equities markets
The successful candidate will join the Quantitative Trading Strategy team to drive revenue through execution quality in the Asia-Pacific equities domain
Job Summary
The successful candidate will join the Quantitative Trading Strategy team to drive revenue through execution quality in the Asia-Pacific equities domain.
This role involves projects spanning the entire cycle from the inception of an idea to quantitative research and finally A/B-testing.
Nomura is a global financial services group with an integrated network spanning over 30 countries, offering best-in-class products across a truly integrated, global cross-asset platform.
Matching Summary
The successful candidate will join the Quantitative Trading Strategy team to drive revenue through execution quality in the Asia-Pacific equities domain.
Skills & Requirements
Must-have
Proven experience with SQL for data extraction
Proficient in Python scripting
Experience applying quantitative analysis to equities markets
Ability to design and perform A/B testing
University degree in Statistics, Mathematics, Physics, Machine Learning or Computer Science
Nice-to-have
Experience with C++, Matlab, Java and R
Prior experience in algorithmic trading or market making
Knowledge of AI and emerging trading technologies
Strong communication and presentation skills
Willingness to teach others and learn new approaches
Key Requirements
University degree in Statistics, Mathematics, Physics, Machine Learning or Computer Science
Proven experience extracting insights from large datasets using SQL