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Title: Associate or VP
Compensation: competitive package including base, bonus, and benefits
Description of position
Nomura Securities Inc is seeking to fill an FX derivative specialist
position in its Independent Valuations Group (IPV).
As an integral part of the IPV team, the FX specialist will work to
independently verify desk prices for an extensive array of FX securities,
such as forwards, NDFs, swaps, options, and exotics, covering the G10 and
LATAM regions.
Primary responsibilities include month-end testing, reviewing new deals,
improving existing methodologies while researching and implementing new ones
, ad hoc pricing projects, 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 specialist will have a visible role within the Finance group, and will
also interact frequently with a broad range of groups. Ability to work
under pressure is a must for this role.
Skills Required
The candidate should have in-depth knowledge and hands-on experience with
LATAM local markets (BRL, MXN, CLP, etc.). The candidate should possess a
strong understanding of pricing methodologies for above FX products. The
candidate should be capable of delving into sophisticated exotic structure
or pricing models from time to time; he or she should also be able to
explain complex issues to senior management in plain language. Quantitative
and intuitive thinking, analytical skills, and effective communication are
vital to this role.
Education and Experience
A MS or PhD in a quantitative field, including but not limited to Physics,
Financial Engineering, and Economics.
A minimum of 2 years of direct experience with FX products is required. |
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