RSK-Model Validation Group

Nomura is a global financial services group that requires a highly skilled Associate/VP to lead independent validation of complex models used to measure Counterparty Credit Risk (CCR) exposure. The successful candidate will have a strong quantitative background, experience with programming languages, and excellent communication skills. The role involves managing end-to-end validation of CCR models, communicating validation findings to stakeholders, and influencing model risk policy.

Requirements

• 6+ years of experience in a quantitative field
• Graduate or postgraduate degree in a quantitative field such as engineering, mathematics, computer science, or economics
• Strong knowledge of stochastic calculus, numerical techniques for derivatives pricing, and programming languages such as Python, R, or VBA
• Expertise in risk models, credit models, and AI/ML techniques

Benefits

• Comprehensive wellbeing services
• Bespoke benefits to support holistic wellbeing and diverse identities and family structures