RSK-Market Risk Professional

2 - 5 years

4 - 7 Lacs

Posted:1 hour ago| Platform: Naukri logo

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Work Mode

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Job Type

Full Time

Job Description

Position Specifications:

Corporate Title

Analyst/Associate

Functional Title

Analyst/Associate

Experience

2 5 years

Qualification

Graduate / Post Graduate

Role & Responsibilities:

The role involves daily analysis and signoff for FRTB PLA under the Global Rates products desk of Nomura as per the IMA FRTB framework. The key objective is to identify, analyse, and resolve discrepancies between Risk Theoretical P&L and Front Office Hypo P&L while ensuring ongoing compliance with regulatory backtesting requirements under the implemented IMA FRTB model. The role also includes supporting the transition of FX business to IMA framework through detailed analysis and issue resolution.
The role entails collaborating with Global crossfunctional teams such as
  • Risk Methodology team and Product Level Risk Managers to identify issues/limitations/solutions in the valuation of different products
  • IT Team to identify system limitations and improvements
Market Risk Infrastructure Team to deploy the necessary changes in the risk valuation

Mind Set:

Mandatory

Domain

  • Good knowledge of Financial Products (especially derivatives), Financial Markets, Economics
  • Understanding of risk sensitivities, VaR and economic capital
  • Background in a numerical discipline: engineering; math; science; etc.
  • Strong analytical, quantitative and technical abilities
  • Strong communication skills (oral and written)

Technical

  • Certification in CFA/FRM
  • Python for Finance
  • Knowledge of Power BI, Alteryx
  • Advanced Excel
  • Good knowledge of FRTB regulations
*The benefits are subject to change and will be in accordance with Company s policies as may be applicable from time to time).

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Nomura logo
Nomura

Financial Services

Tokyo

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