Senior Quantitative Credit Risk Exposure Manager

Nomura Holdings, Inc.; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Nomura Holdings, Inc. in London is seeking a senior credit risk professional to provide quantitative support to risk management with a primary focus on hedge funds. You will analyze pre-trade risk for financing and OTC trades, monitor exposures, and contribute to margin model development.

You will work with Front Office and Market Risk to ensure exposures stay within risk appetite, and you will drive process automation to improve efficiency and risk mitigation.

Qualifications

• Broad knowledge of a range of asset classes and their derivatives.
• Excellent Presentation and communication skills
• Appreciation of client business and motivations
• MS Excel to expert level
• Good general knowledge & understanding of current macro-economic trends
• Ability to work independently, motivated to learn, and drive for success
• Previous experience in Prime Brokerage, Market Risk, or a Exposure Management division
• Previous experience in fixed income derivatives & cash products
• Further Financial Education e.g. CFA, MBA, etc.
• Explore Insights & Vision: Identify the underlying causes of problems faced by you or your team and define a clear vision and direction for the future.
• Making Strategic Decisions: Evaluate all the options for resolving the problems and effectively prioritize actions or recommendations.
• Inspire Entrepreneurship in People: Inspire team members through effective communication of ideas and motivate them to actively enhance productivity.
• Elevate Organizational Capability: Engage proactively in professional development and enhance team productivity through the promotion of knowledge sharing.
• Inclusion: Respect DEI, foster a culture of inclusion and psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).

Responsibilities

• Pre-trade risk analysis of financing and OTC trades to support approval decisions; provide IA amounts for OTC transactions, haircuts for SFT transactions and stress loss impact for Hedge Funds.
• Monitor & analyse client portfolios for credit exposures and risk drivers; provide commentary on risk exposure and daily moves
• Participate in margin methodology development and documentation of margin models
• Manage risks for collateralized transactions with VaR, stress testing and reports
• Understand regulatory rules (e.g., JFSA, PRA, BaFin & SEC) for Credit Risk Exposure and Capital calculations
• Collaborate with risk managers and stakeholders for additional analyses as needed
• Automate/Simplify/Standardize risk management processes to improve efficiency

Skills

Asset classes knowledge

Presentation skills

Client insight

Independent worker

Prime Brokerage

Market risk

Fixed income derivatives

Regulatory knowledge

Education

CFA / MBA planned

Tools

MS Excel

Job description

Nomura Holdings, Inc. in London is seeking a senior credit risk professional to provide quantitative support to risk management with a primary focus on hedge funds. You will analyze pre-trade risk for financing and OTC trades, monitor exposures, and contribute to margin model development.

You will work with Front Office and Market Risk to ensure exposures stay within risk appetite, and you will drive process automation to improve efficiency and risk mitigation.