Managing Director, Corporate and Structured Equity Derivatives Trading – (job location is New York, NY; employer is Nomura Global Financial Products Inc.) – Manage the corporate derivatives trading book by overseeing the risk management and trading, pricing, and valuation of equity derivative positions traded by the US Corporate derivative desk including products with exposure to volatility, correlation, equity forwards and other structured non-linear options such as Corporate Call Spreads, Margin Loans, Variable Prepaid Forwards, collars, and ASR. Perform pricing, trading and hedging of large derivative transactions executed by the desk. Oversee the booking and valuation of positions in the risk management systems and establish constant communication with control groups such as valuation, model validated, and market risk on the various positions and exposures involved. Grow the Corporate Derivative business with an objective of enhancing revenue generation of the book. Perform quantitative analysis of book positions and incoming trades from the perspective of effective risk management and fair valuation metrics. Work closely with derivative sales team in engineering newer products to facilitate client needs and grow the business. Requirements: Master’s in Finance, Mathematics, or Mathematics of Finance, plus 4 years of experience in the position offered or as Director or Executive Director at a securities broker-dealer. All of the required experience must have included market making, managing risk, and pricing and trading structured equity derivatives including Corporate Call Spreads, Margin Loans, Variable Prepaid Forwards, collars, and ASR; performing sophisticated analysis to identify relative value opportunities in the USD volatility surface through forward volatility analysis and mean reversion analysis; executing and hedging trades using risk management techniques applying a deep understanding of models including Stochastic and local volatility models and numerical techniques such as Monte Carlo and finite difference methods; assessing market risk factors affecting derivative products, including equity stock and volatility risks, interest rate risks and FX risks; ensuring trade compliance with regulations affecting the securities business, including Securities Act of 1933, Dodd Frank, Volker, and SBS; and building tools for risk management analysis including implied market moves through earnings, empirical skew computation, and decomposition of theta of derivatives. FINRA Series 63, 7, and SIE certifications required. #LI-DNI. Salary: $325,000-$450,000/year. E-mail résumé to: jasmine.beatty@nomura.com.  Ref. #01540.