RSK-Market Risk

• We support employee wellbeing by ensuring a sense of purpose and belonging.

• We offer a comprehensive range of wellbeing services which allows employees to get access to the assistance they need at any point in their wellbeing journey.

• Our bespoke benefits support employees and their family’s holistic wellbeing and are inclusive of diverse identities and family structures.

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• Execute weekly & monthly stress scenario adjustments

• Manage comprehensive month-end sign-off processes for stress scenarios at regional, global, and legal entity levels

• Handle regional/product line specific monthly activity updates including MIS and reporting

• Perform daily sanity stress data checks to ensure data completeness and consistency

• Support IRRBB (Interest Rate Risk in Banking Book) monthly sign-offs

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• Generate and manage Stressed Current Exposure (SCE) adjustments

• Conduct weekly PRA exposure explain processes

• Validate stress batches for scenario stressed EEPE & SCE metrics

• Support quarterly regulatory batch validations and semi-annual credit index mapping updates

(Counterparty VaR):

• Handle daily financing risk adjustments against counterparties

• Execute stress loss controls checks on both daily and weekly frequencies

• Monitor financing risk VaR and indirect jump metrics

• Governance & Reporting

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• Implement data quality processes around all data inputs and outputs to and from stress testing systems

• Analysis of data, resolution of breaks and clean-up of existing data

• Produce weekly management updates & key metrics

• Maintain documentation and evidence

• Understanding of stress testing frameworks and risk measures across Market Risk, Credit Risk, and Financing Risk

• Understanding of financial products and stress testing methodologies

• Proficient in Python programming for data analysis and automation

• Proficient in writing SQL/Oracle queries and VBA macros

• Experience with risk management systems (Monju, UDW, CRSAS governance tools)

• Strong analytical skills and attention to detail

• Excellent communication skills both written/verbal

• Strong team player and quick learner

• Experience with stress testing platforms and enhancement projects

• Knowledge of SCE, EEPE, IRRBB, and other stress testing metrics

• Proficiency in business analysis and operational activities

• Experience working with various stakeholders including business, IT, and change management teams

We are committed to providing equal opportunities throughout employment including in the recruitment, training and development of employees. We prohibit discrimination in the workplace whether on grounds of gender, marital or domestic partnership status, pregnancy, carer’s responsibilities, sexual orientation, gender identity, gender expression, race, color, national or ethnic origins, religious belief, disability or age.

*Applying for this role does not amount to a job offer or create an obligation on Nomura to provide a job offer. The expression "Nomura" refers to Nomura Services India Private Limited together with its affiliates.

*The benefits are subject to change and will be in accordance with Company’s policies as may be applicable from time to time).