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リスク・マネジメント Risk Management
Risk Model Validation Analyst
Analyst / Associate / Senior Associate
職務内容
Job Description
Company Overview:
Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). 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

Department Overview:
The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model approval breaches.

Key Objectives Critical to Success:
Primary responsibility is to conduct model validation, including model risk analysis, of all internal Risk Models developed in Nomura Group. As a part of the global responsibilities, independent model validations of in-house Risk Models used for assessing the stability or business continuity of the Nomura Group from the view point of capital planning and capital adequacy, liquidity adequacy, recovery and resolution planning, appropriateness of Risk Appetite and routine risk management.
登録資格
Requirements
Requirements:
Essential:
● A minimum of 2 years working experience in a quantitative environment
● A postgraduate degree in a quantitative discipline
● Established experience in quantitative financial models
● Strong implementation skills (Python/C++)
● Strong verbal and written communication skills in English
● Self-motivated work attitude

Desirable:
● Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, counterparty credit risk models, Stress Testing models)
● Familiarity with econometrics and general statistics
● PhD (or equivalent) in a quantitative discipline
勤務地
Location 
Tokyo


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