Nomura - Analyst - Global Markets - Business Resource Management

Global Markets - Business Resource Management - Analyst

Roles and Responsibilities :

- Investigating and analyzing IM breaks between Nomura and counterparts which are caused by model differences or risk sensitivities differences or other non-trivial issues.

- Pro-actively engaging with counterparties to understand and confirm root causes of the differences in order to resolve them.

- Liaising with various others teams, for e.g. Quants, BRM management, etc. as and when required.

- Monitoring the effectiveness of the SIMM for future development of the model, in conjunction with Quants.

- Participating in various project related working groups and driving the requirements from GM & BRM perspective.

- Working with global and regional BRM teams and helping them in meeting their objectives related to various projects.

Mandatory Skill Sets :

- Strong analytical skills

- Basic understanding of numerical techniques and models used in derivative pricing and how Greeks are calculated

- Strong Excel skills

- Excellent oral and written communication skills

- A good team player and having a "self-start" approach to learning and solving problems

- Able to put long hours in office during weekdays depending on work pressure.