RSK-Model Validation Group

Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. The Risk Management Division in India is responsible for determining and managing the overall risk appetite for the firm. The position is for a Risk Model Validator in Market Risk modelling space.

Requirements

• 3-7 years of experience
• Grad/PostGrad/Phd in a highly quantitative field
• Basic understanding of stochastic calculus, numerical techniques for derivatives pricing (Monte Carlo / Finite Difference) and comfort level with one / more programming languages
• Familiarity with econometrics or general statistics is desirable

Benefits

• Comprehensive range of wellbeing services
• Bespoke benefits to support employees and their family’s holistic wellbeing
• Inclusive of diverse identities and family structures