RSK-Credit Risk
MumbaiFull-time3–5 yrsPosted 1 week ago
Mid-level finance role at Nomura in Mumbai. Needs 3–5 years and a CA, MBA or CFA.
About the role
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.
What you'll do
- Monitor & analyse client portfolios in terms of credit exposures (CE, PE, EE, etc.)
- Quantify and provide appropriate haircut levels for securities financing transactions
- Participate in margin methodology development, enhancement of existing margin models and their documentation
- Manage risks for the firm’s portfolio of collateralized transactions through relevant portfolio analysis using different parameters such as credit risk metrics, VaR
- Understand the rules & regulations of various regulatory bodies (such as JFSA, PRA, BaFin &
What you need
- Credit risk
- Risk management
- Valuation
- Excel
- VBA
- Performance testing
Good to have
- Capital markets
- CFA
- Python
- Investment banking
- Market risk
- CRO