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Nomura

Quant Trading Strats, Vice President

Nomura

. Lead research, design, and implementation of next-generation equity execution algorithms for global markets .

Posted 10/22/2026full-timeLondon • United KingdomLeadWebsite

Core Competencies

Role fit
Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates expertise in developing and optimizing equity execution algorithms, with a strong foundation in statistical modeling and machine learning. Proven ability to lead research initiatives and collaborate across teams while ensuring regulatory compliance and delivering production-quality systems.

Highest-signal resume keywords
Equity Market Microstructure ExpertiseAlgorithm Development in Python or RStatistical Modeling and Machine LearningRegulatory Compliance Knowledge (MiFID II, Reg NMS)Leadership and Stakeholder Management

ATS Keywords

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Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills
Algorithm DevelopmentStatistical ModelingMachine Learning ApplicationsSmart Order RoutingHigh-Frequency Trading StrategiesStochastic CalculusProduction Trading AlgorithmsLow-Latency ComputingNumerical LibrariesOptimization Frameworks
Soft Skills
LeadershipCommunicationStakeholder ManagementMentoringTechnical Guidance
Tools & Technologies
PythonRJavaQ/KDBC++Time-Series DatabasesDistributed SystemsConcurrent Programming
Industry Keywords
Equity TradingExecution StrategiesMarket MakingLiquidity SeekingBacktesting FrameworksPerformance AnalyticsRegulatory ComplianceBest ExecutionOrder Book DynamicsFragmented Markets

Tech Stack

Tools & technologies
Distributed SystemsJavaPythonC++

About the role

Key responsibilities & impact
  • Lead research, design, and implementation of next-generation equity execution algorithms for global markets
  • Research, design, implement, and maintain equity trading algorithms, including smart order routing and high-frequency strategies
  • Develop and optimize low-latency, high-throughput algorithms for best execution and smart order routing
  • Apply advanced statistical modelling and machine learning to develop signals, market impact models, and optimal trading schedules
  • Lead research initiatives on equity market microstructure, order book dynamics, and venue behaviour
  • Optimize venue selection, queue priority, and dark/lit routing across fragmented markets
  • Build and maintain backtesting frameworks and performance analytics tools
  • Design production-quality systems focused on modularity, scalability, and resilience
  • Drive continuous improvement of execution quality and algorithm performance
  • Collaborate with traders, risk, product, sales, and technology teams on new product development
  • Manage client-specific customizations and respond to complex analytics requests
  • Mentor junior team members and provide technical guidance
  • Ensure regulatory compliance and partner with Risk, Legal, Compliance, and Audit teams
  • Lead product development initiatives from concept to production deployment

Requirements

What you’ll need
  • Advanced degree (MS/PhD) in Computer Science, Financial Engineering, Mathematics, Statistics, Physics, or related field
  • 5+ years in trading or real-time algorithm development in a financial institution
  • At least 3 years in R&D of agency execution algorithms, smart order routing, liquidity seeking, market making, or high-frequency strategies
  • Deep expertise in equity market microstructure, order book dynamics, and execution strategies
  • Strong knowledge of stochastic calculus and statistical modelling
  • Strong programming skills in Python or R; Java desirable
  • Experience with numerical libraries and optimization frameworks
  • Proven track record of developing and deploying production trading algorithms
  • Experience with machine learning applications in trading
  • Strong understanding of regulatory requirements and compliance frameworks (MiFID II, Reg NMS, best execution)
  • Excellent leadership, communication, and stakeholder management skills
  • Ability to translate business requirements into technical solutions
  • Q/KDB or time-series databases desirable
  • Low-latency, high-performance computing experience preferred
  • Experience with C++ for performance-critical components preferred
  • Knowledge of distributed systems and concurrent programming preferred
  • Publications or patents in algorithmic trading or market microstructure preferred
  • Must satisfy applicable UK right-to-work requirements; overseas workers may require a Tier 2 Skilled Worker visa

Benefits

Comp & perks
  • Equal opportunity employer committed to diversity and inclusion
  • Inclusive environment for all employees
  • Reasonable adjustments and assistance for disabilities or long-term health conditions