Job Title:  CTO-CTO

Business Unit Overview

International Change is a cross functional and cross regional team which services transformation and change for the all the Nomura business units globally. The department consists of a fungible pool of resources from different backgrounds who are key drivers of firms’ priority projects and programs. There is a constant effort on investing within the team’s upskilling and upgrading of capabilities.

Within International Change, the Risk Change team is involved in supporting Risk Management and Risk Middle Office teams in implementing various change and regulatory initiatives. Team is responsible for providing consulting, business analysis, testing and project management capabilities on strategic system enhancement/migration projects or regulatory change projects such as BCBS 239, Basel III, FRTB etc.

Role description

• Lead Business Analyst with 8 to 15 years of relevant experience in the Counterparty Credit Risk.
• Working as a business analyst in Credit Risk Change projects and work with local and regional stakeholders to deliver on the project book of work.
• Independently manage multiple medium and large projects through the lifecycle and prepare business analysis documents proficiently (business requirement documents, functional specifications, data matrix, workflow diagrams etc.)
• Lead a team of 5+ BAs in region to support global Counterparty Credit Risk projects.
• Run test management processes for projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)
• Assist stakeholder businesses with their tactical/strategic solution requirements, services and/or program.
• Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program business processes.
• Must have the ability to work with a team, learn and train people on various subjects, structure the project governance model and work together with regional counterparts to devise induction framework for all the resources entering the project.

Skills, experience, qualifications and knowledge required

• Strong knowledge of the Counterparty Credit Risk domain with project experience in areas like computation of risk measures/exposures (PD, LGD, EAD, PE, PFE, EEPE, VaR, RWA etc.), management of risk limits, risk reporting etc.
• Experience of calculating Counterparty Credit Risk using Internal Modelling Method (IMM) approach
• Knowledge of sensitivities and risk analytics and how stresses are applied
• Proven experience facilitating the elicitation of requirements from end users and translating them to user, functional and non-functional requirements for Development Teams.  Work with development teams (IT) to clarify that design meets requirements.
• Skilled in performing data analysis and understanding data models for computation of risk measures
• Experience leading a team including training and performance management.
• Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology
• Attention to detail and high-quality standards of documentation, processes and control environment
• Experience in the full E2E systems delivery lifecycle (SDLC)
• Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio
• Good educational pedigree and domain certifications (MBA, FRM, CFA, CQF etc.)
• Proficiency in using SQL, Python an advantage
• Excellent communication, organization, prioritisation and documentation skills
• Attention to detail and high quality standards of documentation, processes and control environment.
• Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced with changing project constraints
• Excellent and demonstrable understanding of “best practice” approaches to functional testing especially User Acceptance Testing.
• Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating model changes.