VP, FX Quant Research — Quantitative Derivatives & Modelling

Nomura seeks a Vice President for FX Quantitative Research in its Global Markets division in Singapore. The role focuses on developing and implementing models for FX structured derivatives and close collaboration with Trading, Structuring and Risk Management teams. The candidate will demonstrate advanced quantitative skills, experience in financial mathematics, and proficiency in C++ or Python, contributing to the firm's analytical framework and risk assessment. J-18808-Ljbffr