ファイナンス Finance
【トレジャリー部】Treasury Regulatory Liquidity Reporting
Analyst / Associate
|
職務内容
Job Description
|
Job/Group Overview:
Treasury department manages Nomura Group’s funding, cash management and regulatory liquidity compliance. Treasury Data and Reporting team is in charge of regulatory liquidity reporting and its data validation. The regulatory reports are Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) which Basel III introduced as banks’ liquidity risk standards after Lehman shock and Japan Financial Services Agency (JFSA) has been monitoring. LCR is to ensure that banks hold sufficient high quality liquid assets to survive an acute stress scenario for one month and NSFR is to promote longer term stability by providing an incentive to banks to fund assets with stable funding sources and limit reliance on short-term wholesale funding. The team consists of two sub teams: Reporting team is mainly responsible for measuring, analyzing and reporting Nomura Group’s LCR/NSFR and monitoring them against internal risk appetite. Data team is mainly responsible for sourcing, creating, monitoring and managing the data in Treasury used for both reporting and analysis purpose (Internal and Regulatory). Both the Reporting and Data teams are heavily involved in technology transformation initiatives to upgrade Treasury operations and IT platform.
Candidate will be a part of the Japan head quarter team with potential opportunity to work on both teams depending on the skillset of the candidate as well as the fit to team. He/she will deliver accurate liquidity risk metrics and disclosure to the authorities, investors, management and business closely working with Treasury Planning and Analysis, Treasury Funding desk, other finance functions as well as other Regional Treasury teams. He/she will also work for interpretation of legal instruction of liquidity regulations and drive improvement projects to ensure changes in Global liquidity risk framework according to evolving regulatory and market environments.
|
| |
The successful candidate will be a key member of Japan Treasury team whose role will involve:
|
- Managing BAU relating to regulatory liquidity rules - by taking ownership and accountability for timely and accurate calculation, verification, reporting of JFSA LCR/NSFR to the authorities on a monthly and quarterly basis
- Monitoring regulatory indicators exceed the minimum level required by the law and our risk appetite on a daily basis, performing critical analysis of drivers on the movement to deliver accurate liquidity reporting, delivering reports to senior management and corporate committees and responding to various inquiries from them
- Reporting to authorities such JFSA and Bank of Japan (BOJ) for their ad-hoc inquiries or reporting requirements on our liquidity and interacting with them to explain our liquidity soundness
- Understanding regulatory requirements (both JFSA and Basel III) and our firm’s interpretation, and ensuring data sourcing and calculation logics meet them correctly
- Interpreting new regulations that will have an impact on liquidity data, analysing and reviewing the impact of the new product, and reflect them to liquidity reporting
- Reviewing and streamline data sourcing and reporting procedures to identify opportunities to automate the current process and seek for further efficiency using skills and tools such as SQL/Python, Tableau and excel or collaborating with IT team
- Supporting global reporting teams to improve their processes, reporting quality and strengthen the control framework
- Driving ad-hoc projects on the implementation / improvement of Global / Japan liquidity data management operations in data quality assurance, liquidity risk calculations, regulatory reporting and internal liquidity risk and resource reports to senior stakeholders and individual business units of Nomura Group
|
| |
| This role requires the ability to multitask, while at the same time have the ability to be very technical and detailed when necessary |
|
登録資格
Requirements
|
| Requirements: |
| Mandatory: |
- Self-starter and eager to learn, positive mindset, able to take ownership of daily issues/ small projects and drive to completion within a team setting
- 2-3+yrs professional experience preferably in Finance or Middle Office within a financial institutions, Accounting or Treasury function in non-financial corporates, or accounting firms
- Strong quantitative and analytical skills and advanced data handling skills (Excel, Tableau, PowerBI etc) and documentation / presentation skills (Word, Powerpoint.)
- Strong business level Japanese and English both verbal and written for reading legal rules of liquidity regulatory in Japanese or English and presentation / communication skills for effective interaction with authorities, senior management and stakeholders such as other teams in Finance, IT, Front Office, and Internal Audit
|
| Preferred: |
- Understanding or experience of the key areas of capital or liquidity risk management
- Basic financial knowledge of securities business, financial products, financial accounting, financial regulations etc.
|
|
勤務地
Location
|
大手町
|
|
|
