Nomura - Analyst/Associate - Global Risk/Market Risk - FRTB

Roles & Responsibilities:

- The role involves daily analysis and sign-off 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 back-testing 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 cross-functional 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