Job Title:  RSK-Market Risk

Nomura Overview:
Nomura is an Asia-headquartered 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 four business divisions: Retail, Asset Management,
Wholesale (Global Markets and Investment Banking), and Merchant 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
Nomura Services India, (Powai) supports Nomura’s businesses around the world. Powai’ s world class
capabilities in trading support, research, information technology, financial control, operations, risk
management and legal support have played a key role in facilitating Nomura’s global operations and
are an integral part of Nomura’s global expansion plans. The Powai operation is a critical part of the
platform to support the growth of Nomura’s global business.
Nomura is an equal opportunities employer. We are committed to providing equal opportunities
throughout employment including in the recruitment, training and development of employees (including
promotion, transfers, assignments and beliefs). We prohibit discrimination in the workplace whether on
grounds of gender, marital or domestic partnership status, pregnancy, career’s responsibilities, sexual
orientation, gender identity, race, color, national or ethnic origins, religious belief, disability or age. Our
objective is to attract job applications and applications for development from the best possible
candidates and to retain the best people.

Division 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 that 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.

Business Unit Overview:
Market Risk Management works to identify, monitor and control the firm’s exposure to risk, analyze
stress test results, and provide analysis on new products and businesses. Powai Market Risk managers
liaise with the risk managers in the trading centers on a daily basis to help manage their market
exposure, set & review risk strategies. Major activities involve daily analysis and interpretation of the
results of risk sensitivities; validation of VaR, Incremental Risk Change, Economic Capital numbers and
sign-off on the relevant Risk systems & preparation of risk reports for traders and senior business
management. Risk managers are also expected to re-engineer the risk reporting process and provide
ad-hoc risk views and drill down analysis of less transparent risks and issues of importance to senior
Risk Management/Trading Heads

Position Specifications:
Corporate Title Associate
Functional Title Senior Associate
Experience 5+ years of exp Qualification B Tech / CA / MBA Finance

Role & Responsibilities:

The position is a role in Market Risk Management for Securitized Products asset class. The candidate will work with risk managers primarily focused on the US Agency Mortgage Business (Pass-throughs, CMO, Agency CMBS) and Non-Agency Securitized Products Business (Legacy RMBS, RMBS 2.0, CLO and secured lending. The role will include monitoring markets, trading activity and limit utilization, as well as performing ad-hoc stress analysis, preparing risk reports and discussing trading desk positions and risk exposures with senior risk managers and traders

Mind Set:
Mandatory Domain
 Good knowledge of Financial Products (especially derivatives), Financial Markets, Economics
 Understanding of risk sensitivities, VaR and economic capital
 Background in a numerical discipline: engineering; math; science; etc.
 Strong analytical, quantitative and technical abilities
 Strong communication skills (oral and written)
Technical
 Certification in CFA/FRM
 Python for Finance
 Knowledge of Power BI, Alteryx
 Advanced Excel