Market Risk, Flow Credit, Associate Market Risk, Flow Credit, Associate …

Nomura
in London, United Kingdom
Permanent, Full time
Last application, 26 Feb 21
Negotiable
Nomura
in London, United Kingdom
Permanent, Full time
Last application, 26 Feb 21
Negotiable
Please see below:
Job title: Market Risk Associate Corporate Title: Associate Department: Risk Location: London



Company overview

Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset 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 description:

  • Support senior risk managers covering Nomura's EMEA vanilla credit businesses including Flow Credit Trading, ABS Secondary Trading, Credit Syndication and Acquisition & Leverage Finance.
  • Review of the desks exposures as they relate to VaR, SVaR and IRC; and sign-off on daily values.
  • Review of market exposures to ensure desks are within trading limits.
  • Develop and produce risk reports used by senior management, as well as prototype reports to be handed over to the risk reporting team.
  • Run stress scenarios on trading positions used by senior management to gauge the risks of the portfolio
  • Perform scenario and capital analysis on trades to determine whether they are within the firms risk appetite.
  • Review risk measures to ensure accuracy of the risk produced by analytic systems.
  • Participate in the review of infrastructure projects to enhance risk management systems, including FRTB.



Skills, experience, qualifications and knowledge required:

  • 1 to 3 years of experience working for a financial services firm preferably in market risk management or trading.
  • Knowledge of flow credit markets or a similar asset class.
  • Strong communications skills are necessary as the person will engage with a large number of groups on a daily basis (traders, mid-office support, product controllers, IT, risk analytics).
  • Quantitative degree (Mathematics, Statistics, Physics, Economics, Engineering).
  • Detail oriented.
  • Programming skills are a plus but not absolutely required.
  • Ability to work independently.
  • Nomura is an Equal Opportunity Employer
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