Equities Market Risk Manager

The pay range for this position at commencement of employment is expected to be between $150,000 and $180,000/year.

About the Department

Nomura's Risk department plays a crucial role in identifying, assessing, and mitigating risks across our business. We strive to protect the firm's assets, reputation, and financial stability by implementing robust risk management practices. Join our team and contribute to our proactive approach in managing risks, allowing us to make informed decisions and thrive in an ever-changing market environment.

Responsibilities

• Understand the market and conduct daily review of risk exposures.
• Develop and maintain 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.
• Collaborate with Credit Risk and review committee/transaction approvals.
• Provide daily recap of markets, P&L, and Risk.
• Perform stress analysis and review of risk positions.
• Discuss risk exposures and concerns with senior risk managers and traders.
• Escalate risk issues to senior risk managers as needed.

Requirements

• 5-10 years of experience in trading or market risk in Equities with a strong understanding in Global Capital Markets.
• Strong analytic background and deep understanding in Equity Derivatives, particularly around greeks, stress testing, VaR, Basel III, and FRTB.
• Experience in Corporate Derivatives and Equity Exotics Options (barriers, autocallables, range accruals, etc).
• Knowledge of various volatility pricing models is 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.
• Experience in QIS strategy as well as Private Equity is a plus.
• Programming skills are not necessary but strongly preferred.