Market Risk Associate - Cross Asset

Nomura•New York, NY

55d•$110,000 - $130,000

About The Position

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 Associate to join Market Risk - Portfolio and Model Management group in New York. The successful candidate will help review and manage cross-asset risk, provide insightful quantitative analysis to senior management, and drive risk reporting/automation. The role offers exposure to diverse products including Rates, Equities, Securitized products, FX, Crypto while working closely with senior stakeholders.

Requirements

2 to 4 years of relevant experience in Market Risk management, or Risk Methodology, or quantitative analytics, or adjacent front-office/risk functions
Undergraduate or advanced degree in Finance, Mathematics, or a related field
Programming ability (Python, SQL) is strongly preferred but not mandatory; familiarity with Bloomberg and Excel VBA
Comfort with portfolio analytics, scenario design, impact analysis, and communicating quantitative results to non-technical stakeholders.
Attention to detail, strong written and verbal communication, and ability to manage multiple deliverables in a fast-paced environment.
Team player with strong communication skills, verbal as well as written

Nice To Haves

Knowledge of Basel III/ FRTB concepts and market risk frameworks preferred but not required

Responsibilities

Analyzing and understanding market risk across cross asset including Rates, Equities, Securitized Products, FX, Crypto.
Conducting portfolio analysis including what-if scenarios and risk factor sensitivities
Daily review of risk exposures and changes to the portfolio including stress testing and scenario analysis to assess the impact of extreme market events
Preparing decks for regulatory submissions, senior stakeholders, senior committees & forums
Monitor market trends and identify potential risks arising from market volatility, and economic and geo-political risk factors
Designing and maintaining risk reporting frameworks and model management tools
Working closely with front office to assess risk and business strategy, as well as other corporate functions such as RMG, MVG, IT, and Ops.

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