Nomura - Credit Risk Analytics Associate

Department Icon BFSI (Operations & Lending)
89+ Applicants
Posted: 1 week ago
4-6 years
Mumbai
work from office

Posted: 1 week ago
|
Applicants: 89+
Job Description
About Company
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Job Description

- This associate role within CRA Powai will be focusing on carrying out counterparty risk model development and performance review tasks for various Nomura group legal entities including US and EMEA regions.
- Support the execution and ongoing maintenance of the Model Performance Monitoring (MPM) framework, including quantification of model limitation impacts and preparation of supporting analysis and documentation that meets regulatory guidelines.
- Support model validation and audit related queries on MPM analysis.
- Conduct data analysis, validation, and reporting for MPM initiatives while maintaining model performance trackers and dashboards to enhance transparency, governance, and audit readiness.

- Support implementation of risk models into strategic risk systems, including developing methodologies, building prototypes, writing technical business requirement documents, performing comprehensive model testing, ensuring regulatory compliance, and coordinating with model validation groups.
- Collaborate with Risk IT in the strategic implementation of various initiatives
- Support regulatory reviews and inspections by providing comprehensive analysis and documentation as required
Key Skills:
- Sufficient exposure to development or validation of counterparty credit risk models and regulatory landscape.

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- Basic understanding of stochastic calculus, Derivative pricing, Monte Carlo Simulation.
- Proficiency in Python / Excel - VBA
- Strong verbal and written communication skills
- Organisational skills, multi-tasking and detail oriented
- Delivery focussed with the ability to work effectively under pressure and meet tight timelines.

Skills

Risk ModelingRisk AnalyticsCredit RiskData AnalyticsConsulting - BFSIReporting

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About Company

Nomura Holdings, Inc. is a global financial services company based in Tokyo, Japan. Established in 1925, Nomura has grown to become one of the largest and most well-respected investment banks in the world. The company offers a wide range of services, including investment banking, securities, asset management, and research.


Nomura operates a diverse portfolio of businesses, serving clients across various industries and regions. Its investment banking division provides advisory services for mergers and acquisitions, underwriting of securities offerings, and financing solutions for corporate clients. The company's securities division offers brokerage services, trading in equities, fixed income, currencies, and commodities, as well as derivative products.


With a presence in major financial centers around the globe, including New York, London, Hong Kong, and Singapore, Nomura serves a global client base of corporations, financial institutions, governments, and individuals. The company is known for its expertise in Asian markets and has a strong presence in Japan, where it is one of the leading investment banks.


Nomura is committed to innovation and technological advancement in the financial services industry. The company invests heavily in research and development to stay at the forefront of market trends and provide cutting-edge solutions to its clients.


In recent years, Nomura has faced challenges due to economic volatility, regulatory changes, and shifts in the global financial landscape. However, the company continues to adapt and evolve its business to meet the needs of its clients and maintain its position as a leading player in the investment banking industry.

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Important dates & deadlines?

Application Deadline

08 Sep 26, 02:40 PM IST

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Nomura - Credit Risk Analytics Associate

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