Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Wholesale (Global Markets and Investment Banking), and Investment Management. Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com.

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Role Summary:

We are seeking an Analyst/Associate to join Market Risk - Portfolio and Model Management group in New York. The successful candidate will help review and manage cross-asset risk methodology and model enhancements, provide insightful quantitative analysis to senior management, and drive risk reporting/automation. The role offers exposure to diverse products including rates, equity, securitized products, crypto while working closely with senior stakeholders.

Responsibilities:

• Analyzing and understanding market risk model methodologies and the underlying risk drivers of risk metrics
• Evaluating model assumptions and review of model implementation to ensure it is consistent with its theoretical frameworks and business requirements.
• Supporting development, enhancement, and performance monitoring of cross-asset market risk models
• Conducting portfolio analysis including what-if scenarios and risk factor sensitivities
• Designing and maintaining risk reporting frameworks and model management tools
• Working closely with front office to assess risk and business strategy, as well as other corporate functions such as RMG, MVG, IT, and Ops.
• Requirements:
• 1 to 3 years of relevant experience in market risk model/methodology, quantitative analytics, or adjacent front-office/risk functions
• Bachelor's degree or advanced degree in a quantitative field (e.g. Mathematics, Statistics, Engineering, Data Science, Economics, finance)
• Programming ability (Python, SQL, R) is strongly preferred but not mandatory; familiarity with Bloomberg and Excel VBA
• Comfort with portfolio analytics, scenario design, impact analysis, and communicating quantitative results to non-technical stakeholders.
• Knowledge of Basel III/ FRTB concepts and market risk frameworks preferred but not required
• Attention to detail, strong written and verbal communication, and ability to manage multiple deliverables in a fast-paced environment.
• Team player with strong communication skills, verbal as well as written
• *base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience. The total compensation package for this position may also include other elements, including a sign-on bonus, restricted stock units, and discretionary awards in addition to a full range of medical, financial, and/or other benefits (including 401(k) eligibility and various paid time off benefits, such as vacation, sick time, and parental leave), dependent on the position offered. Details of participation in these benefit plans will be provided if an employee receives an offer of employment.
• If hired, employee will be in an "at-will position" and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors".
• Nomura is an Equal Opportunity Employer

*base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience. The total compensation package for this position may also include other elements, including a sign-on bonus, restricted stock units, and discretionary awards in addition to a full range of medical, financial, and/or other benefits (including 401(k) eligibility and various paid time off benefits, such as vacation, sick time, and parental leave), dependent on the position offered. Details of participation in these benefit plans will be provided if an employee receives an offer of employment.

If hired, employee will be in an "at-will position" and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors".

Nomura is an Equal Opportunity EmployerPDN-a0c892ed-2ab1-411d-976b-09ea1ae2cf35