Risk Management - Business Analyst - Stress Testing- Associate position at Nomura Services, India. Responsibilities include requirements gathering, testing, and documentation for regulatory compliance and transformational risk management initiatives. The role requires strong understanding of capital market products and derivatives, good knowledge of Stress Testing, and ability to operate in agile and waterfall style project methodologies.
Requirements
- Strong understanding of capital market products and derivatives across asset classes
- Good knowledge of Stress Testing across different Risk scenarios, Counterparty Credit Risk domain with project experience in areas like computation of risk measures/exposures (EAD, PE, PFE, EEPE, LEQ, VaR, ES etc.)
- Skilled in performing data analysis and understanding data models for computation of risk measures
- Good understanding of the Basel norms, particularly the capital requirements for Market, Credit and CVA risks
- Ability to operate in both agile and waterfall style project methodologies
- Attention to detail and high quality standards of documentation, processes and control environment
- Experience in the full E2E systems delivery lifecycle (SDLC)
- Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio
- Good educational pedigree and domain certifications (MBA, FRM, CFA, CQF etc.)
- Excellent communication, organization, prioritisation and documentation skills
- Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse circumstances
- Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating model changes
- Proficiency in database, virtualization and BI solutions – SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.
- Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced with changing project constraints
- Excellent and demonstrable understanding of “best practice” approaches to functional testing especially User Acceptance Testing
Benefits
- Comprehensive wellbeing services
- Bespoke benefits support holistic wellbeing
- Inclusive of diverse identities and family structures
