Job Title:  RSK-Stress Testing Group

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.

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 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.

Liquidity Stress Testing:

The position is a role in Stress Testing Group for Reporting and Analytics Team.  The role will include

• Generation and analysis of liquidity stress results under various scenario either for internal risk management or to cater to regulatory requirements.
• Liaise with treasury and business desks to validate and explain the variation margin numbers under stressed scenarios based on P&L and collateral/netting agreement.
• Contribute in the design , specification and testing of functional and technical improvements to strategic and tactical IT applications used for stress testing.

Key Skills for roles:

Mandatory:

• Good knowledge of Financial Products (derivatives + SFT ), Financial Markets, Economics
• Understanding of risk sensitivities
• Programming skills in python and SQL
• Strong analytical, quantitative and technical abilities
• Strong communication skills (oral and written)
• Proficient with MS office application (Word, Excel, PowerPoint etc).

Desired

• Certification in CFA/FRM
• Python for Finance
• Knowledge of Power BI, Alteryx