Market Risk Manager

Nomura is a leading financial services group and the preeminent Asian-based investment bank with worldwide reach. Nomura provides a broad range of innovative solutions tailored to the specific requirements of individual, institutional, corporate and government clients through an international network in 30 countries. Based in Tokyo and with regional headquarters in Hong Kong, London, and New York, Nomura employs approx. 26,000 staff worldwide.

The position is a role in Market Risk Management in the AeJ Equity Market Risk team. The candidate will be involved in all aspects of the Equities business including the Delta 1, Flow Derivatives, Structured Derivatives, and Convertibles desks.

Role Summary:

The individual will be working with other risk managers within the team covering the AeJ Equities Desks. 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
• Review committee/transaction approvals
• Daily recap of markets, P&L and Risk
• From time to time, assist with the analysis of the risk associated originating from electronic and algorithmic trading

Requirements:

• Minimum 3-5 years of experience in trading or market risk in equities
• Intellectual curiosity and a passion for understanding financial markets
• Strong analytic background and a good understanding of the risks from derivative products
• An understanding of option pricing models and the associated sensitivities to changes in the market
• 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 and should be able to convey complex topics to a wide audience
• Programming skills are not necessary but strongly preferred.

Diversity Statement

Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation.