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Quantitative Risk Management Summer Analyst Program

Logo of Nomura


20d ago

🚀 Summer Internship

New York

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.

Summer Internship

Banking & FinanceNew York


  • The Summer Analyst Program runs for 10 weeks, during which Analysts will enjoy extensive contact with Nomura professionals at all levels through discussion groups, seminars and informal social functions. This program is an integral component of our full time recruiting. Please note this not a rotational program.
  • We aim to provide Summer Analysts with the same level of exposure as a first-year Analyst, with a hands-on opportunity to participate as full members of the team. They are expected to form effective working relationships and to demonstrate a commitment to the firm’s goals and values. During the course of the internship, Summer Analysts benefit from working closely with a peer and interacting regularly with a senior mentor.


  • 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.

Education requirements


Area of Responsibilities

Banking & Finance


  • 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.


Work type

Full time

Work mode



New York