Credit Risk Specialist
MumbaiFull-time0–4 yrsPosted 1 week ago
Junior finance role at Nomura in Mumbai. Open to freshers; up to 4 years, with an MBA.
About the role
The division is responsible for effectively managing the firm's risk-return profile which ensures the efficient deployment of the firm's capital. Credit Risk Infrastructure (CRI) exposure validation group is a sub-function under Risk Infrastructure that is responsible for credit risk model output governance.
What you'll do
- Execute daily variance analysis for critical credit exposure metrics including Current Exposure (CE), Potential Exposure (PE), Maximum Potential Exposure/ANC (MPE)
- Provide comprehensive variance explanations to key stakeholders including NEHS, NHI, and Local Regulatory Capital teams on daily, monthly, and quarterly cadences
- Support Credit Risk Management (CRM) by analyzing excess management queries, exposure inquiries, and adjustment-related issues applied by CRM or CRI validation teams
- Coordinating with multiple regional and global groups to understand portfolios movements and resolving issues if any
- Own and govern data issues related adjustments for in-scope credit risk exposure metrics, maintaining a robust governance framework for all such modifications
What you need
- Credit risk
- Reporting
- Variance analysis
- CRM
- Market risk
- Valuation
Good to have
- SQL
- LLMs
- Python