2027 Risk Management Summer Analyst Program

Nomura Global Campus • , NY

19h • Onsite

About The Position

The 2027 Risk Management Summer Analyst Program at Nomura is a 10-week program designed to provide interns with extensive contact with Nomura professionals at all levels through discussion groups, seminars, and informal social functions. This program is an integral part of the firm's full-time recruiting efforts. It is not a rotational program, aiming to give Summer Analysts the same level of exposure as a first-year Analyst, with hands-on opportunities to participate as full members of the team. Interns are expected to form effective working relationships and demonstrate commitment to the firm's goals and values. They will benefit from working closely with a peer and interacting regularly with a senior mentor.

Requirements

• GPA: 3.5+
• Pursuing a Bachelor’s Degree (preferably Business, Economics, Accounting or Finance)
• Graduating between December 2027 and June 2028
• Currently authorized to work for any employer in the United States.
• Outstanding academic qualifications
• Strong communication and interpersonal relationship skills
• Strong organizational and time management skills
• Motivated self-starter with a working knowledge of the financial services industry and a desire to develop their skills
• Strong Microsoft Office skills

Responsibilities

• Assist Credit Officers in analyzing the credit quality of various counterparty types, including funds, financial institutions, and corporations.
• Evaluate proposed transactions for suitable credit quality.
• Conduct industry research to identify trends.
• Help develop ad-hoc reports based on business needs.
• Work amongst market risk managers to understand the behavior of financial products and the market risk metrics used to manage trading activity.
• Protect the firm from non-financial risks such as process failures, technology and cyber risk, fraud, conduct issues, and third-party risk.
• Provide effective challenge to business units on the identification, assessment, and management of their risks.
• Support deep-dive reviews that test processes and controls and pinpoint material risks/control gaps.
• Develop a robust risk modelling framework to quantify potential downside or losses.
• Lead research, review, development, testing, and enhancement of all components of the VaR model.
• Work on the development of new regulatory capital models.
• Assist in reviewing model documentation, evaluating model conceptual soundness, analyzing model assumptions and limitations, and supporting the preparation of validation reports.
• Process data, perform statistical analyses, benchmark model outputs, and document findings.
• Work with a team that provides governance and administration over all new business.
• Coordinate the approval process for transactions.
• Design risk reports and dashboards.
• Implement reporting-related controls and governance.
• Ensure the smooth functioning of reporting tools.
• Participate in and drive projects related to the enhancement of reporting and data infrastructure.
• Ensure data integrity and consistency.
• Validate exposure metrics.
• Manage risk limits.
• Assist Risk Managers in resolving data quality issues and take corrective actions.
• Develop data architectures that are flexible and scalable.
• Ensure relationships between reference data, trade attributes, instrument, and transaction data are not broken.
• Reconcile reported data.
• Provide ad-hoc risk views and drill-down analysis.

Benefits

• Set base salary at an annualized rate of $95,000 per year.
• Non-exempt position eligible for overtime in accordance with applicable state and federal laws.

What This Job Offers

• Job Type: Full-time
• Career Level: Intern