RSK-Risk Methodology Group

• 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.

This associate role within CRA Powai will be focusing on carrying out counterparty risk model development and performance review tasks for various Nomura group legal entities including US and EMEA regions.

• Provide research and development of new counterparty exposure analytics for the Firm's Securities Financing businesses.

• Work closely with global development teams on implementation of risk models into strategic risk system (this includes developing methodology and building modelling prototypes , writing technical methodology documents, performing models testing, ensure compliance with regulatory requirements and liaising with model validation group).

• Collaborate with Risk IT in the strategic implementation of various initiatives.

• Participate in periodic model performance review and calibration of model parameters.

• To aid regulatory reviews and inspections by providing necessary analysis.

• Provide quantitative support to the trading desk for pre-deal portfolio risk and regulatory/economic capital analysis.

• Participate in RWA optimization initiatives.

• Knowledge of the financial markets.

• Knowledge of Securities Financing and OTC Derivatives products and modelling techniques (stochastic calculus, Monte Carlo Simulations, pricing methods).

• Sufficient exposure to quantification of counterparty risk and regulatory landscape.

• Proficiency in Python/ Excel-VBA.

• Strong verbal and written communication skills.

• Organisational skills, multi-tasking and detail oriented.

• Delivery focussed with the ability to work well under pressure and meet deadlines under compressed timescales.

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).