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RSK-Market Risk


Nomura Capital (india)


Location

Mumbai | India


Job description

Nomura Overview:

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

Nomura Services India, (Powai) supports Nomura's businesses around the world. Powai' s world class capabilities in trading support, research, information technology, financial control, operations, risk management and legal support have played a key role in facilitating Nomura's global operations and are an integral part of Nomura's global expansion plans. The Powai operation is a critical part of the platform to support the growth of Nomura's global business.

Nomura is an equal opportunities employer. We are committed to providing equal opportunities throughout employment including in the recruitment, training and development of employees (including promotion, transfers, assignments and beliefs). We prohibit discrimination in the workplace whether on grounds of gender, marital or domestic partnership status, pregnancy, career's responsibilities, sexual orientation, gender identity, race, color, national or ethnic origins, religious belief, disability or age. Our objective is to attract job applications and applications for development from the best possible candidates and to retain the best people.

Business Unit Overview

Risk Infrastructure ( RI)

Risk Infrastructure is responsible for the overall governance and support of the firm's Financial Risk platform. This includes activities like Input Data Management and Control, Exposure Metric Validation, Data Integrity & consistency, Counterparty Exposure validation and Capital Assurance, Risk Limit Management and Risk Reporting. In addition they assist Risk Managers (RM) in resolving data issues where necessary and take corrective actions. RI also drives data management strategy for Risk and helps develop data architectures that are flexible and scalable to meet new regulatory requirements.

MRI(Market Risk Infrastructure) is responsible for the integrity of the data which flows into the firms Market risk management systems and the controls which govern the sign off and reporting of risk metrics by Market Risk Managers.

MRI Role involves:

Ensures relationships between range of reference data, Trade attributes, instrument and transaction data are not broken. Whilst input data is validated reported data is reconciled.

Assist Risk Managers (RM) in overriding data where necessary as part of Adjustments/overrides

MRI function reconciles reports between systems to ensure that numbers from multiple systems are consistent

Drives data management strategy for Risk and helps develop data architectures

Provide ad-hoc risk views and drill down analysis of less transparent risks and issues of

Importance to senior Risk Management/Trading Heads

The candidate must have a strong background in visual data delivery interactive design and SQL with a passion for re imagine/ design. In addition, the candidate will be responsible for planning, designing, coordinating and developing highly interactive dashboards, reports with built-in guided analytics for various lines of business

Position Specifications:

Corporate Title

Associate

Functional title

Associate / Senior Associate

Experience

5-10 yrs

Qualification

BE/B.Tech/ Masters/ MBA in Finance

IT Qualification

SQL, Python, Alteryx

Role & Responsibilities:

Provide regular updates on assign tasks to team members

Mind Set:

Mandatory

Desired

Domain

  • Strong knowledge Market Risk and risk measures like VaR, IRC,SVaR etc.
  • Experience in handling complex projects/teams and building operating models
  • Proficient in data structures and associated tools like SQl, VBA, Python etc.
  • Proficiency in Business analysis / Project management
  • Strong Analytical skills.
  • Excellent communication skills both Written / verbal must.
  • Strong team player and quick learner.
  • Work with various stake holders including business , IT, Change Management etc.


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