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.
Divisional Overview:
Risk Management Division in Powai has the following functions - Credit risk, Market risk, Quant risk, Operational risk and Market Risk Middle Office.
Corporate Title : Analyst
FUnctional Title : Senior Analyst
Role : FRTB : RTPL vs. HPL
The role involves identifying issues in the risk valuation under the Global Rates products desk of Nomura as per the IMA FRTB norms. The key objective is to identity, analyze, and resolve the discrepancy between Risk Theoretical P&L and Front Office Hypo P&L so that the firm can pass the regulatory back-testing requirements to deploy the IMA FRTB model in 2025.
The role entails collaborating with Global cross-functional teams such as 1) Risk Methodology team and Product Level Risk Managers to identify issues/limitations/solutions in the valuation of different products, 2) IT Team to identify system limitations and improvements, & 3) Market Risk Infrastructure Team to deploy the necessary changes in the risk valuation,.
Job tags
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