Market Risk Manager, Vice President (1145214) London, England
Job title: Market Risk Manager
Corporate Title: Vice President
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
- Primary Market Risk Manager for Nomura’s European Structured Credit, Special Situations and Securitised
- Products businesses, reporting to the EMEA Head of Spread Products
- Primary interface with trading desks, taking ownership of all aspects of the Risk Management of the businesses
- Manager of a small team in London, and benefitting from a support team in India
- Regular reporting of risk positions, limit breaches, and stress testing results for firm management and regulatory compliance.
- Identification and investigation of changes to risk profile, including analysis of VaR and stress drivers.
- Communication of findings to management.
- Analysis & review of new transactions, working closely with the deal team & providing observations and recommendations to senior risk managers
- Participate in the review of global & regional infrastructure projects to enhance risk management systems
- Keeping abreast of relevant market events and drivers.
Skills, experience, qualifications and knowledge required:
- 5+ years of experience working for a financial services firm preferably in market risk management or trading.
- Degree in Applied Mathematics, Financial Mathematics, or related quantitative field
- Knowledge of credit markets and structured credit products, as well as proficient knowledge of risk management methodologies (e.g. VaR, Risk Capital, Stress Testing)
- Strong communication 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).
- Detail & process orientated.
- Takes initiative, and is a proactive and independent worker
- Programming skills are a plus but not absolutely required.
Nomura is an Equal Opportunity Employer