Market Risk Manager (Associate)
- London, England, United Kingdom
- Permanent, Full time
- 20 Feb 18 2018-02-20
* Support senior risk managers covering Nomura's UK Credit Trading business. * Review of the desks exposures as they relate to VaR and SVaR and sign-off on daily values. * Review of market exposures to ensure desks are within trading limits
- Support senior risk managers covering Nomura's UK Credit Trading business.
- Review of the desks exposures as they relate to VaR and SVaR 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 off to the risk reporting team.
- Run stress scenarios on trading positions used by senior management to gauge the risks of the portfolio
- Perform scenario 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.
Skills, experience, qualifications and knowledge required
- Experience working for a financial services firm preferably in market risk management or trading.
- 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