Associate/Vice President - Discretionary Portfolio Manager

Company overview Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com       Role Overview We are seeking an experienced Portfolio Manager with a strong quantitative background to manage multi-asset portfolios and develop proprietary investment models. This role combines hands-on portfolio management of long-only global mandates with quantitative research and model development. The successful candidate will leverage their analytical expertise to enhance our investment process while actively managing client portfolios across equities, fixed income, and alternative assets.   Key Responsibilities:   Portfolio Management & Investment Execution (70%)   Portfolio Management

Manage discretionary portfolios and fund mandates across multiple asset classes, including equities, fixed income and alternatives Develop and implement discretionary, quantitative and systematic investment strategies across asset classes. Integrate quantitative signals, fundamental research and market views into portfolio construction, asset allocation and risk management. Ensure portfolio strategies are aligned with the bank’s overall investment philosophy, client objectives and mandate constraints. Execute portfolio investment decisions, trading activities and order placement across equities, fixed income, mutual funds and alternatives. Construct and manage fixed income portfolios, including bond selection, duration management and credit analysis. Contribute to equity portfolio construction through security selection, quantitative screening and factor-based analysis.

Quantitative Investment Strategies

Research, develop, back-test and implement systematic investment strategies across asset classes. Develop quantitative signals and investment frameworks for asset allocation, security selection, portfolio construction and risk management. Research and evaluate factor-based strategies, alternative risk premia and other systematic sources of return. Translate quantitative research and market insights into investable strategies suitable for discretionary portfolios. Develop portfolio optimization, risk allocation and systematic portfolio rebalancing frameworks. Build and enhance quantitative tools and analytics to support investment decision-making and portfolio management. Monitor and evaluate systematic strategies, including performance attribution, signal efficacy and robustness across different market environments.

Risk Management & Compliance

Monitor and manage portfolio risks including market, credit, liquidity, and concentration risks Ensure adherence to DPM risk guidelines and client-specific investment restrictions Conduct scenario analysis and stress testing on portfolio holdings and strategies Perform portfolio attribution analysis to evaluate performance drivers

Research & Analysis

Conduct fundamental and quantitative (quantamental) research across asset classes, investment strategies and market opportunities. Generate actionable investment ideas using a quantamental approach (quantitative signals, fundamental research) and market analysis. Research new discretionary and systematic strategies relevant across different market environments. Prepare investment recommendations supported by clear investment rationale and risk-return analysis. Monitor portfolio holdings, quantitative signals and market developments on an ongoing basis.

Client Support

Support