RSK-Model Validation Group
NomuraMumbai, Maharashtra, India
Posted April 7, 2026
Full Time
About the Company
Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions.
Job Description
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