XVA Market Risk Manager (Associate/Vice President)

Job Title:

XVA Market Risk Manager (Associate/Vice President)

Job Code:

10325

Country:

FR

City:

Paris

Skill Category:

Risk

Responsibilities:

• Generate and produce internal and external risk reports whilst meeting internal and regulatory requirements and assist with ad-hoc requests from senior management
• Work alongside existing Market Risk Infrastructure team in London and India to ensure appropriate governance and controls are applied to market risk within the entity
• Run stress scenarios on trading positions used by senior management to gauge the risks of the portfolio
• Support regulatory projects such as CRR/FRTB and lead on local implementation
• Participate in the review of infrastructure projects to enhance risk management systems
• Perform scenario analysis on trades to determine whether they are within the entity risk appetite
• Review risk measures to ensure accuracy of the risk produced by analytic systems
• Be part of the global XVA market risk management team and support the regional and global activities

Skills, Experience, Qualifications and Knowledge Required:

• Experience of complying with European regulations (preferably relating to Risk) in a financial institution
• Experience working for a financial services firm preferably in market risk management or trading
• Knowledge of XVA market risk or a similar asset class
• Strong communication skills are necessary as the person will engage with a large number of groups on a daily basis (traders, mid-office support, product controllers, IT, risk analytics)
• Quantitative degree (Mathematics, Statistics, Physics, Economics, Engineering)
• Detail oriented
• Programming skills are a plus but not absolutely required
• Ability to work independently

Wir bieten:

Keine Informationen verfügbar

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

DISCLAIMER:

This Job Description is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job. The management reserves the right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time

Equal Opportunity Employer:

Nomura is an Equal Opportunity Employer