リスク・マネジメント Risk Management
【Risk Management Dept.】Market Risk Manager
Senior Associate / Vice President
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職務内容
Job Description
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Job/Group Overview：
As a global investment bank, Nomura deals with a variety of products, including fixed incomes, equities, foreign exchange and their derivatives, and is exposed to the market risk which is a potential loss arising from market fluctuations. The primary task of the Market Risk Management Division is to effectively manage the market risk with the knowledge on market and risk management as well as an extensive communication with stakeholders. The information that Market Risk Management produces is reported to senior management for their decision making and is also used for regulatory capital calculation. |
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| Responsibilities： |
- Act as the primary risk manager for the trading desk and responsible for all aspects of its market risk management.
- Perform risk analysis at Japan Business utilizing various risk metric including VaR, Greeks, and stress testing.
- Responsible for daily VaR sign-off for regulatory capital calculation.
- Responsible for highlighting market risk to senior management by closely co-working with global counterparts.
- Engage in risk management of Japan business including development / enhancement of risk infrastructure as well as comprehensive risk assessment of new products.
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登録資格
Requirements
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| Requirements： |
| Mandatory |
- Experience in Market Risk Management (preferably covering Equity or Credit trading desk)
- Knowledge on Financial products and Financial modeling
- Good understanding on trading and risk management systems
- Communication skills / Problem solving skills
- Japanese/English - at minimum fluent in one of them and business level for the other
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| Preferred |
- IT skills/Programing skills
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| Candidates with proactive mind set and strong aspiration to grow is welcomed. |
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勤務地
Location
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大手町
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