Market Risk Associate

Corporate Title: Associate

Department: Risk Management

Location: New York

The pay range for this position at commencement of employment is expected to be between $95,000and $115,000 /year*

 

Company overview

Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com.

 

Aon’s Benefit Index®, Nomura’s benefits rank #1 amongst our competitors

 

 

The position is a role in Market Risk Management reporting into the Head of US Equities Market Risk Management. The candidate will be managing the risks for US Equities Trading Business including Delta 1, Flow Derivatives, Structured Derivatives, and Convertible Bonds.

 

Role Summary:

 

The individual will be working with other risk managers within the team covering the US Equities Desks with the main focus in Flow and Structured Derivatives. The role will include stress analysis, review of risk positions, discussing risk exposures and concerns with senior risk managers and traders, and escalating risk issues to senior risk managers as needed.

 

Responsibilities:

• Understanding the market and daily review of risk exposures.
• Developing and maintaining risk reports and analytic tools.
• Work closely with front office to assess risk and business strategy, as well as other
• corporate functions such as MVG, IPV, IT, and Ops.
• Work closely with Credit Risk and review committee/transaction approvals.
• Daily recap of markets, P&L and Risk.

 

Requirements:

• 5-7 years of experience in trading or market risk in equities with a strong understanding
• in Global Capital Market.
• Strong analytic background and strong understanding in Equity Derivatives, particularly
• around greeks, stress testing, VaR, Basel III, and FRTB.
• Experience in equity exotics options (barriers, autocallables, range accruals, etc) and
• knowledge of various vol pricing model a plus.
• Very strong communication skills (both written and verbal) as the candidate will be working with a large number of groups within Risk and outside of Risk.
• Programming skills are not necessary but strongly preferred.

 

 

*base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience. The total compens