Market Risk - Prime Brokerage-Associate

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

Company overview

Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Wholesale (Global Markets and Investment Banking), and Investment Management. 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

 

Role Description / Areas of responsibility:

The primary focus will be the Prime Brokerage and Financing Businesses, with extended responsibilities supporting risk and margin analysis for fixed income derivatives trading. Specifically, the responsibilities include:

• Working with Prime Brokerage business & Credit Risk to analyze & approve client margin rules and setting risk limits;
• Monitoring Prime Brokerage client portfolios vs. key metrics and taking resolution action when risk is outside firm appetite;
• Client pre-trade risk analysis of financing and OTC trades to support approval decisions;
• Quantitative counterparty risk exposure analysis for Financing & derivatives trading, including VaR Margin and regulatory bilateral margin rules;
• Present views of contingent risk to Credit Risk, Front Office and in various management forums
• Aid development of globally consistent analytics & reporting standards;

 

Key objectives critical to success:

• Form an understanding of existing Nomura risk policies, methodologies and systems; give input on potential improvements and business development;
• Build a network of contacts across risk management, Global Markets and support functions;
• Demonstrate flexibility to operate across separate business lines within the Financing Risk space
• Proactive, problem solving

 

Skills, experience, qualifications and knowledge required:

Essential

• Broad knowledge of a range of asset classes and their derivatives and in depth knowledge of equities
• Excellent Presentation and communication skills
• Appreciation of client business and motivations
• MS Excel to expert level
• Good general knowledge & understanding of current macro-economic trends

• Ability to work independently, motivated to learn, detail oriented

 

Desirable

• Programming Skills e.g. VBA, SQL, Python etc.

*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.

 

If hired, employee will be in an “at-will position” and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors”.

 

 

Nomura is an Equal Opportunity Employer