Risk Analyst

JOB DESCRIPTION

Job title : Market Risk Analyst

Corporate Title : Analyst

Department : Risk Management

Location : New York

The pay range for this position at commencement of employment is expected to be between $80,000 and $110,000 / year

Company Overview

Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions : Retail, Wholesale (Global Markets and Investment Banking), and Investment Management. 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.

Aon's Benefit Index®, Nomura's benefits rank #1 amongst our competitors

Role Summary :

We are seeking an Analyst / Associate to join Market Risk - Portfolio and Model Management group in New York. The successful candidate will help review and manage cross-asset risk methodology and model enhancements, provide insightful quantitative analysis to senior management, and drive risk reporting / automation. The role offers exposure to diverse products including rates, equity, securitized products, crypto while working closely with senior stakeholders.

Responsibilities :

• Analyzing and understanding market risk model methodologies and the underlying risk drivers of risk metrics
• Evaluating model assumptions and review of model implementation to ensure it is consistent with its theoretical frameworks and business requirements.
• Supporting development, enhancement, and performance monitoring of cross-asset market risk models
• Conducting portfolio analysis including what-if scenarios and risk factor sensitivities

Designing and maintaining risk reporting frameworks and model management tools

Requirements :

If hired, employee will be in an "at-will position" and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department / team performance, and market factors".

Nomura is an Equal Opportunity Employer

If hired, employee will be in an "at-will position" and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department / team performance, and market factors".

Nomura is an Equal Opportunity Employer