Risk Analyst

Nomura Holdings, inc. • New York, NY

104d • $80,000 - $110,000

About The Position

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.

Requirements

• 1 to 3 years of relevant experience in market risk model/methodology, quantitative analytics, or adjacent front-office/risk functions
• Bachelor’s degree or advanced degree in a quantitative field (e.g. Mathematics, Statistics, Engineering, Data Science, Economics, finance)
• Programming ability (Python, SQL, R) 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.
• Knowledge of Basel III/ FRTB concepts and market risk frameworks preferred but not required
• 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 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
• Working closely with front office to assess risk and business strategy, as well as other corporate functions such as RMG, MVG, IT, and Ops.

Benefits

• 401(k) eligibility
• various paid time off benefits, such as vacation, sick time, and parental leave
• sign-on bonus
• restricted stock units
• discretionary awards
• full range of medical and financial benefits

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Education Level: Bachelor's degree
• Number of Employees: 5,001-10,000 employees