Treasury is an established function within the Finance division at Nomura, with responsibility for all aspects of unsecured funding and to manage liquidity and funding in accordance with boardmandated stress tests and in compliance with regulatory liquidity requirements.
The department has teams across Tokyo, London, Frankfurt, New York, Singapore, and Mumbai.
The department is organised into the below functions:
Funding execution of the firm s unsecured financing activities and liquidity pool investment, together with currency management.
Regulatory Liquidity Reporting & Data responsible to ensure regulatory liquidity reporting is complete, accurate, and timely. Design, implement & maintain regulatory reporting control, governance, and escalation frameworks.
Business Overview:
Liquidity Management
- Liquidity Strategies, Forecasting and Analytics covers forecasting & management of compliance with liquidity metrics
- Liquidity Stress Modelling develop and enhance internal stress testing framework and assumptions, scenario/ sensitivity analysis, model backtesting, testing and implementation of liquidity stress assumptions
- Regional Liquidity Management covers regional aspects of liquidity risk management including liquidity analysis, Policy and framework reviews, Contingency Funding Plan, ILAAP and other regulatory requirements
Position Specifications:
Corporate Title
Associate
Functional Title
VP
Experience
810 years
Qualification
Bachelors degree in Economics, Mathematics, Engineering or equivalent field
Requisition No.
10776
Role & Responsibilities:
The Liquidity management framework is applied on a Global basis and is used as the primary driver to determine the firm s Funding Plan and associated Funds Transfer Pricing policy and approach.
The individual will be member of the Liquidity Stress Modelling team, supporting the development and enhancement of the firm s liquidity stress models. The individual will work closely with Businesses and Regional Liquidity Management across the globe.
Key objectives critical to success:
- Oversee/ Lead the development of stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques
- Establish model performance monitoring and periodic review of stress assumptions
- Evaluating liquidity risk through data analysis and business insights
- New Product liquidity impact modelling and sensitivity analysis
- Close partnership with Global Treasury team, in particular Regional Liquidity Management and Funds Transfer Pricing team
- Involvement in UAT and impact assessment of policy changes
Mind Set:
Mandatory
Desired
Domain
- Bachelor degree in Economics, Mathematics, Engineering or equivalent field.
- Investment banking product knowledge and understanding of their impact on Liquidity reporting
- Experience in Liquidity Management functions
- Knowledge of liquidity best practices
- Control mindset
- Strong analytical/ numerical skills.
- Ability to influence across varying levels of seniority within Finance and the Global Markets Division.
- Impactful personality with strong interpersonal and communication skills.
- Good IT Literacy, with a strong Excel/ Data Analysis skillset and experience with tools/programming languages such as Python, Alteryx, Tableau and Power BI.
- Results focused in a pressurised environment with tight deadlines
