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Quantitative Risk Management Summer Analyst Program

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Nomura

3mo ago

  • Internship
    Full-time
    Summer Internship
  • Banking & Finance
  • New York City

AI generated summary

  • You must have outstanding academics, strong communication skills, financial industry knowledge, postgrad degree in quant field, GPA 3.5+, and US work authorization.
  • You will analyze market risk metrics, develop risk models, and validate trading models to ensure compliance and accuracy within the Risk Management team at Nomura.

Requirements

  • Desired Skillset:
  • Outstanding academic qualifications
  • Strong communication and interpersonal relationship skills
  • Strong organizational and time management skills
  • Motivated self-starter with a working knowledge of the financial services industry and a desire to develop their skills
  • Strong Microsoft Office skills
  • GPA: 3.5+
  • Pursuing or having completed a post graduate degree in Financial Engineering, Mathematics, Statistics or related quantitative field
  • Graduating between December 2025 and June 2026
  • Applicants for this position in the Risk Management Division of NHA must be currently authorized to work for any employer in the United States. The Risk Management Division is not currently sponsoring or taking over sponsorship of employment visas for this position now or in the future, including for Curricular Practical Training (CPT), Optional Practical Training (OPT), etc.

Responsibilities

  • Market Risk: broad involvement in risk management of traded positions, with exposure to cash and derivatives products across fixed income and equities. You will be embedded within the Market Risk team and will work closely amongst market risk managers to understand the behavior of financial products and the market risk metrics used to manage trading activity.
  • Risk Methodology Group (RMG): This team develops a robust risk modelling framework to quantify the potential downside or losses that the firm can incur both at the trade and portfolio level. These models are used in regulatory or economic capital calculations, limit monitoring, trade approval or management reporting. You will be able to work on developing or improving a risk model.
  • Model Validation Group (MVG): is an independent function within Nomura group’s Risk Management department responsible for providing governance and oversight of Model Risk. This team ensures that all models used within the firm are in compliance with various policies and regulations by effectively challenging the model’s conceptual soundness, assumptions as well as suitability under different market conditions. You will be working on the validation of models which are used by trading desks and Risk Management for trade management, capital calculation and internal risk management. As part of the review process an intern would be expected to understand the economic rationale and quantitative methods of the model.

Nomura

Finance
Industry
10,001+
Employees
1925
Founded Year

Mission & Purpose

Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Wholesale (Global Markets and Investment Banking), and Investment Management. Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership.