Nomura - Analyst/Senior Analyst - Global Risk/Market Risk Spread Products

Role & Responsibilities:

The position is a role in Market Risk Management for the traded credit products business area. The candidate will be responsible for managing the following

- Liaising with the risk managers in the trading centers on a daily basis to help manage their market exposure, set & review risk strategies

- Daily analysis and interpretation of the results of risk sensitivities and stress tests

- Preparation of risk reports for traders and senior business management

- Monitoring and administration of risk limits and resolution of limit excesses

- Preparation of reports and escalation to senior management

- Ad-hoc risk views and drill down analysis of less transparent risks and issues of importance to senior Risk Management/Trading Heads

- Validation of risk and capital numbers in the firm's management system by providing sign-off

Mind Set: Mandatory

Domain

- Good knowledge of Financial Products (especially derivatives), Financial Markets, Economics

- Understanding of risk sensitivities, VaR and economic capital

- Background in a numerical discipline: engineering; math; science; etc.

- Strong analytical, quantitative and technical abilities

- Strong communication skills (oral and written)

Technical

- Certification in CFA/FRM

- Python for Finance

- Knowledge of Power BI, Alteryx

- Advanced Excel