RSK-Risk Methodology Group

Nomura is a financial services group with an integrated global network. The Risk Management Division encompasses the firm's comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firm's risk-return profile which ensures the efficient deployment of the firm's capital. This team is responsible for the enhancement and methodological support of PRISM, the global counterparty credit exposure measurement system, to accommodate new business needs and maintain compliance with major regulatory standards.

Requirements

• 4 - 6 years of experience
• Masters in Quantitative discipline (B.E / B. Tech+, M. Tech, MSc (Maths / Stats), Econometrics)
• Domain: Sufficient exposure to development or validation of counterparty credit risk models and regulatory landscape.
• Basic understanding of stochastic calculus, Derivative pricing, Monte Carlo Simulation.
• Proficiency in Python / Excel - VBA
• Strong verbal and written communication skills
• Organisational skills, multi-tasking and detail oriented
• Delivery focussed with the ability to work effectively under pressure and meet tight timelines.

Benefits

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