Market Risk Manager (Associate)

  • Negotiable
  • London, England, United Kingdom
  • Permanent, Full time
  • Nomura
  • 08 Feb 18 2018-02-08

* Support senior risk managers covering Nomura's UK Credit Trading business. * Review of the desks exposures as they relate to VaR and SVaR and sign-off on daily values. * Review of market exposures to ensure desks are within trading limits

Role description:

  • Support senior risk managers covering Nomura's UK Credit Trading business.
  • Review of the desks exposures as they relate to VaR and SVaR and sign-off on daily values.
  • Review of market exposures to ensure desks are within trading limits.
  • Develop and produce risk reports used by senior management as well as prototype reports to be handed off to the risk reporting team.
  • Run stress scenarios on trading positions used by senior management to gauge the risks of the portfolio
  • Perform scenario analysis on trades to determine whether they are within the firms risk appetite.
  • Review risk measures to ensure accuracy of the risk produced by analytic systems.
  • Participate in the review of infrastructure projects to enhance risk management systems.

Skills, experience, qualifications and knowledge required

  • Experience working for a financial services firm preferably in market risk management or trading.
  • Strong communications skills are necessary as the person will engage with a large number of groups on a daily basis (traders, mid-office support, product controllers, IT, risk analytics).
  • Quantitative degree (Mathematics, Statistics, Physics, Economics, Engineering).
  • Detail oriented.
  • Programming skills are a plus but not absolutely required.
  • Ability to work independently.


Nomura is an Equal Opportunity Employer