XVA Market Risk Manager (Associate/Vice President)

Job description

Job Title: XVA Market Risk Manager (Associate/Vice President)

Tasks

• Work within the Market Risk Infrastructure team in London and India to ensure appropriate governance and controls for market risk are applied within the business
• Execution of stress scenarios on trading positions used by management to assess the risks of the portfolio
• Support in regulatory projects such as CCR/FRTB and leadership in local implementation
• Participation in the review of the infrastructure to improve risk management systems
• Perform scenario analysis on trades to determine if they are within the company's risk tolerance
• Review of risk measures to ensure the accuracy of risks produced by analytical systems
• Part of the global XVA market risk management team and support regional and global activities

Requirements

• Experience in European regulatory compliance (preferably related to risk) in a financial institution
• Experience in a financial services company, preferably in market risk management or trading
• Knowledge of XVA market risks or a similar asset class
• Strong communication skills are required as the person will interact with a large number of groups on a daily basis (dealers, mid-office support, product controller, IT, risk analytics)
• Quantitative education (mathematics, statistics, physics, economics, engineering)
• Detail-oriented
• Programming skills are a plus, but not absolutely necessary
• Ability to work independently

We offer

• No specific benefits mentioned

Other

• Nomura is an equal opportunity employer and is committed to the fair treatment of all employees
• This job description is for reference only and is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the position