Market Risk Manager - Securitized Products

Nomura Holdings, inc.•New York, NY

1d•$160,000 - $190,000•Onsite

About The Position

Nomura is seeking an experienced, front-office-facing risk professional to join its Securitized Products Market Risk team. The role focuses on identifying, monitoring, and managing market risk exposures across US securitized products and private credit businesses, including RMBS, ABS, CMBS, CLOs, mortgage whole loans, mortgage financing, and trading activities. It calls for product expertise, strong quantitative skills, management ability, and effective communication, with extensive collaboration across functions and regions. The position builds strategic relationships with trading desk heads and senior stakeholders, communicates risk assessments and recommendations to senior management and executive committees, and works with global teams across jurisdictions and time zones. The successful candidate will review and challenge trading strategies and positions, oversee risk limits, enhance methodologies and models for complex structured products, guide risk analytics and reporting, contribute to regulatory capital optimization, and participate in new product approvals. The role also requires constructive engagement with senior stakeholders, clear communication of risk issues, and the ability to navigate relationships among front office, control functions, and regulators. The position is based in New York and carries the corporate title of Vice President.

Requirements

4–8 years of relevant market risk experience.
Strong understanding of Non-Agency Mortgages and Securitized Products.
Proven experience managing stakeholder relationships.
Comprehensive understanding of market risk methodologies.
Expert knowledge of risk metrics and limit frameworks.
Strong grasp of regulatory requirements and capital rules.
Proficiency with risk systems and market data platforms.
Understanding of trading strategies and portfolio management.
Exceptional ability to communicate complex risk concepts clearly.
Experience presenting to executive committees.
Strong negotiation and conflict-resolution capabilities.
Ability to build consensus across diverse stakeholder groups.
Confidence challenging senior stakeholders constructively.
Clear written and verbal communication skills for regulatory correspondence.
Experience managing through market stress events.
Global mindset and cross-cultural awareness.
Crisis management and problem-solving abilities.

Responsibilities

Build and maintain strategic relationships with trading desk heads and senior business stakeholders.
Present risk assessments and strategic recommendations to senior management and executive committees.
Navigate stakeholder dynamics among front office, control functions, and regulators.
Communicate risk issues clearly and effectively to senior management.
Partner with global teams across jurisdictions and time zones.
Influence decision makers on risk appetite and portfolio strategy.
Cover market risk across US Securitized Products and Private Credit, including Non-Agency RMBS, CMBS, ABS, CLO, mortgage whole loans, mortgage financing, and trading activities.
Drive enhancements to risk methodologies and models for complex structured products.
Review and challenge trading strategies and risk positions.
Oversee the design and implementation of the limit framework.
Guide the development of risk analytics and reporting frameworks.
Contribute to regulatory capital optimization initiatives.
Participate in new product approval processes.
Identify underlying problems and define a clear vision and direction.
Evaluate options and prioritize actions or recommendations.
Inspire team members through effective communication and motivate productivity improvements.
Promote professional development and knowledge sharing to enhance team productivity.
Foster inclusion, psychological safety, and a risk culture of challenge, escalation, and respect.