Nomura - Analyst/Associate - Business Resource Management

Roles and Responsibilities :

- Work with Credit/Funding Valuation Adjustment (CVA/FVA) Trading Desk in Singapore. This will be a part of BRM team based out of Mumbai.

- Role involves pricing CVA & FVA on all new transactions with external clients. This will involve evaluating credit and funding risk on various transactions and coming up with requisite hedges to ensure the desk manages counterparty credit risk in an efficient manner.

- Daily work involves working on the various PL and Risk estimate files that are used on the desk. Will need to understand the workflow of various processes and automate them, if necessary, to eliminate human intervention completely. Also, will have to perform detailed analysis to be able to explain the risk & PL changes every day.

- Apart from the above, role will also involve working on various regulatory project implementations in Global Markets. This will require co-ordinating with various teams across the globe- Operations, Product Control, IT.

Mandatory Skills :

- Strong analytical skills

- Basic understanding of numerical techniques and models used in derivative pricing

- Strong Excel & VBA skills

- Excellent oral and written communication skills

- A good team player and having a "self-start" approach to learning and solving problems