Job Title:  Market Risk Manager

Company overview

Nomura is an Asia-based 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 three business divisions: Retail, Asset 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

Job Summary

•    Recognize, Measure, Monitor and Report risks to which the firm is exposed on the way of doing business in order to manage financial risks in a prudent manner and secure the firm’s financial stability 
•    Assist CRO to manage the firm’s overall risks 

Responsibilities
•    Monitor market risks arising from cash products, exchange traded products and OTC derivative transactions(Rates, FX, Equity, Credit)
•    Simulate risk metrics such as VaR and a required capital
•    Understand pricing of OTC derivatives based on collateral
•    Perform stress testing by using internal scenarios or user defined scenarios
•    Recommend and implement risk management strategy and policy
•    Analyse, measure, monitor, and report financial risks that arise in business activities
•    Verify hedging and pricing models
•    Assesses the adequacy of risk limits
•    Support New Business Group 
•    Handle issues/requirements/reporting related to local regulator’s requests  
•    Review methodology to measure financial risks
•    Support local management/related committees from risk management perspective
•    Support CRO and regional risk management

Requirements
•    Experience of market risk management(at least 8 years), alternatively similar experience in a trading or quantitative analyst/developer related area is preferred 
•    Solid understanding in financial engineering 
•    Demonstrate being initiative and proactive, ability to work independently and being inquisitive 
•    FRM or other relevant financial markets related qualifications are preferred
•    Degree in Financing Engineering is preferred 
•    Fluent in spoken and written English and Korean
•    Have good report writing skills and able to highly articulate in verbal presentations
•    Good inter-personal skills and be at ease in interacting with co-workers  
•    Thorough and an eye for details
 

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.

DISCLAIMER:  This Job Description is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job.  The management reserves the right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time.  

Nomura is an Equal Opportunity Employer