Head - Recruitment at People Realm Recruitment Services
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Analyst/Associate - Global Funding/Margin Management & Analytics - Investment Bank (2-6 yrs)
About the client:
- Company Name: Nomura
Global Funding & Margin Management & Analytics - Analyst / Associate
- A Global Investment Banking Firm is looking for a Financial Analyst / Associate to be part of its Financial Resource Management team, this is a global team and will responsible in managing the firm's counterparty, funding and Financial Resources, working in tandems with various trading desk and the Treasury division.
- Will be actively involved in key and Critical Regulatory Projects implementation for the Bank such as - NSFR, LR, IM Model etc.
- This role will primarily focus on supporting the Bilateral IM tasks and managing associated funding and collateral costs of firm, while also requiring help on other projects of global team from time to time to meet its objectives.
Key Aspects of the role are highlighted below :
1. Investigating and analyzing Initial Margin breaks between the bank and counterparts which are caused by model differences or risk sensitivities differences or other non-trivial issues.
2. Pro-actively engaging with counterparties to understand and confirm root causes of the differences in order to resolve them.
3. Monitoring the effectiveness of the SIMM for future development of the model, in conjunction with various Quantitative Teams.
4. Working with global and regional teams and helping them in meeting their objectives related to various projects.
Mandatory Desired Domain :
1. Strong analytical skills
2. Basic understanding of numerical techniques and models used in derivative pricing and how Greeks are calculated
3. Strong Excel skills
4. Excellent oral and written communication skills
5. Experience in role dealing with market risks or credit risks or derivative valuation
6. Programming skills in VBA, Python