RSK-Risk Methodology Group
MumbaiFull-time8–10 yrsPosted 1 week ago
Senior risk role at Nomura in Mumbai. Needs 8–10 years and a B.Tech, B.E. or M.Tech.
About the role
RSK-Risk Methodology Group at Nomura. Work closely with different stakeholders including Front Office, Risk Managers.
What you'll do
- Work closely with different stakeholders including Front Office, Risk Managers
- Perform firm wide plus desk level analysis to assess the impact of new regulation and support in quantitative impact study (QIS)
- Act as a subject matter expert for the risk models including an understanding of FRTB guidelines and providing support to the model users (i.e. Risk managers) and be a…
- Ensure that the FRTB SA & IMA models meet their stated objectives by building robust SBA, RRAO, SA DRC, Risk factor eligibility test tools, NMRF SES
- Development of proto-type models related to Model performance Monitoring of FRTB models
What you need
- Market risk
- Physics
- Python
- Compliance
- Audit
Good to have
- Capital markets
- CFA
- Excel
- Risk management
- SQL
- Statistics