RSK-Risk Methodology Group

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

• 8–10 yrs of experience
• Market risk
• Physics
• Python
• Compliance
• Audit
• B.Tech or B.E. or M.Tech or M.Sc or CFA

Good to have

• Capital markets
• CFA
• Excel
• Risk management
• SQL
• Statistics