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Nomura · 3 days ago

Market Risk Associate - Cross Asset

New York, NY

Full-time

Onsite

Entry, Mid Level

2+ years exp

Nomura is a leading financial services group, and they are seeking an Associate to join their Market Risk - Portfolio and Model Management group in New York. The successful candidate will review and manage cross-asset risk, provide quantitative analysis to senior management, and drive risk reporting and automation.

BankingFinanceFinancial Services

Responsibilities

Analyzing and understanding market risk across cross asset including Rates, Equities, Securitized Products, FX, Crypto

Conducting portfolio analysis including what-if scenarios and risk factor sensitivities

Daily review of risk exposures and changes to the portfolio including stress testing and scenario analysis to assess the impact of extreme market events

Preparing decks for regulatory submissions, senior stakeholders, senior committees & forums

Monitor market trends and identify potential risks arising from market volatility, and economic and geo-political risk factors

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

Qualification

Market Risk ManagementQuantitative AnalysisPortfolio AnalyticsPythonSQLBloombergExcel VBAAttention to DetailCommunication SkillsTeam Player

Required

2 to 4 years of relevant experience in Market Risk management, or Risk Methodology, or quantitative analytics, or adjacent front-office/risk functions

Undergraduate or advanced degree in Finance, Mathematics, or a related field

Programming ability (Python, SQL) 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

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

Preferred

Knowledge of Basel III/ FRTB concepts and market risk frameworks preferred but not required

Company

Nomura

Glassdoor3.9

Nomura is an investment banking and securities firm that serve the needs of individuals, institutions, corporate and governments. It is a sub-organization of Nomura Capital Management.

Founded in 1925

Tokyo, Tokyo, JPN

10001+ employees