Job Title:  C# (Asp.Net Core/Blazor) Contractor- 6 months contract

Company overview

Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment 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 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. It is one of the firm's core competencies and is independent of the trading areas and operational areas. The Risk Management Division comprises:

• Market Risk Management
• Credit Risk Management
• Risk Methodology
• Model Validation

Business Unit Overview:

Model Validation:

The Model Validation Group (MVG) is globally responsible for independently validating the appropriateness, integrity and comprehensiveness of different models used in the firm. These include Risk Models, Valuation Models, IPV models, Liquidity models and Algo trading models in the firm.

The current opening is for a Model Validation developer role to help build tools to drive the efficiency of the team. This will include a development of an inhouse C# web based inventory system to store documentation and current status of all models used within the bank, together with monitoring and reporting capabilities for external regulators. This is currently at a very early stage of development, and is being built to follow current best practice, so the opportunity will allow extensive architectural decisions.

Role description:

• Development of group wide model inventory system in C# Blazor.

• Ensure that the requirements of the business and of regulators (principally Bank of England SS1/23), are adequately covered by the system.

• Development of a reporting and monitoring framework (potentially using PowerBI) to flag breaches of restrictions etc. with the models, and provide dashboards for users and external regulators.

• Driving the efficiency of the team, by utilising and developing the latest technologies including AI.

Skills, experience, qualifications and knowledge required:

• Experience developing C# applications for major institutions.
• Deep understanding and experience with the latest version of dotnet core, Blazor, Entity Framework, Linq, Bootstrap, SQL, and API development.
• Familiar with design and architectural patterns.
• Strong unit test and debugging skills

Desirable skills:

• Basic understanding of market risk models – Value at Risk, Counterparty Credit Risk models, FRTB.
• Experience with a reporting tool e.g. PowerBI
• Experience with Python, and managing different Python environments.
• Experience with workflow  tools
• Experience with Radzen components
• Basic understanding of financial products
• Good written communication in English
• Experience and understanding of the latest AI models.

Nomura competencies

Trusted Partner

• Understand clients’ needs and issues, and provide solutions utilizing Nomura Group company’s resources, earn the clients’ trust
• Acquire a wide range of knowledge as an employee of Nomura, instead of focusing only on one’s own area of expertise; play a part in improving the company’s services level and corporate value

Entrepreneurial leadership

• Take on new challenges for improvement and cultivate a corporate culture of challenge by driving change in business operations
• Teamwork Collaboration
• Ensure views are not biased, accept different opinions and perspectives, and collaborate with other members to create common values

Influence

• Provide appropriate guidance to others and act in a manner that places emphasis on the performance and growth of the organization

Integrity

• Improve further the understanding and awareness of corporate philosophy, professional ethics, compliance risk management, and code of conduct, and make decisions and take actions from a management position

Diversity Statement:

Nomura is committed to an employment policy of equal opportunities and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation. If you require any assistance or reasonable adjustments due to a disability or long-term health condition, please do not hesitate to contact us.

Right to Work

The UK Government have taken steps to reduce net migration to the UK by limiting the number of overseas workers from outside the EEA coming to the UK for employment. Please note that whilst we are able to consider applications from overseas workers from outside the EEA (who require a Tier 2 (General) visa) we can only employ them if we can provide evidence that there are no other suitable candidates for this vacancy from inside the EEA.

Please contact us if you are visiting our offices and require any form of personal assistance or physical adaptations to be provided for your appointment.  A member of staff will be happy to help.

Nomura is an Equal Opportunity Employer