In this role you will trade and structure insurance-hedging solutions within Nomura’s Structured Rates Insurance Hybrid team, supporting insurers and reinsurers with defined-return products. You will manage the full transaction lifecycle and work closely with sales, structuring and control functions, including cross-border activity with Japanese clients. The role emphasizes understanding hedge instruments, risk dynamics, and settlement processes to deliver efficient, accurate outcomes. You will contribute to project approvals and trading of complex books, shaping how the desk delivers client-focused results in a global markets context.
Responsibilities
Manage transaction workflows and lifecycle for structured rates insurance hybrids
Handle funding and repo transactions and collateral bookings
Oversee futures and options expiries management
Process biometrics data from insurers and validate biometric settlement calculations
Address non-standard settlements and respond to client queries with sales/structuring
Develop understanding of hedge instruments and PL drivers
Build relationships with control functions and front-office sales
Collaborate on new projects and get them approved and traded
Key requirements
Knowledge of financial markets and derivatives through experience or degree
Strong grounding in mathematics/statistics/computer science preferred
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