Associate, Credit Risk Exposure Management

Nomura Holdings, Inc.; Hong Kong Island; On-site; HKD 700,000 - 1,100,000; Full time

Job summary

Nomura is seeking an Associate for Credit Risk Exposure Management in Hong Kong. You will analyze counterparty risk exposure, build quantitative models, and support risk reporting for pre-trade and post-trade activities.

The role requires a Masters in a quantitative field and at least 4 years in risk management or global markets, with programming skills in Python, SQL, VBA, and Power BI.

Qualifications

• Masters degree in a quantitative field (finance, economics, CS, or math/statistics).
• Strong programming and data analysis skills required.

Responsibilities

• Credit risk exposure analysis for pre-trade and post-trade activities.
• Collaborate with global CEM and CRM teams on risk modeling and reporting.

Skills

Python

VBA

SQL

Power BI

Education

Masters in quantitative finance & economics, computer science or mathematics and statistics

Job description

Job Title: Associate, Credit Risk Exposure Management

Job Code: 12678

Country: HK

City: Central

Skill Category: Risk

Description:

Job Title: Credit Risk Exposure Management

Corporate Title: Associate

Division: Risk Management

Location: Hong Kong

SFID: 12678

Licensed Role: No

Nomura Overview

Nomura is a financial services group with an integrated global network. By connecting markets East & West, we service the needs of individuals, institutions,corporatesand governments through our four business divisions: Wealth Management, Investment Management, Wholesale (Global Markets and Investment Banking)and Banking.

Driven by the insights of some 28,000 people worldwide, we put our clients at the center of everything we do, delivering unparalleled access to, from and within Asia. For further information about Nomura, visit www.nomura.com

Department Overview

Nomura's Risk department manages and mitigates risks associated with the company's business activities. The department collaborates with senior leadership, business units, and stakeholders to develop and implement effective risk management strategies, providing guidance on market, credit, operational, and other risks. Nomura's Risk team specializes in risk modeling, stress testing, analytics, and reporting to align the company's risk profile with its business objectives.

The team has a strong track record and reputation for exceptional service to clients. With a commitment to innovation and global reach, Nomura's Risk department is well-positioned to continue driving growth and success in the financial industry.

Role Description

Credit Risk Exposure Management (CEM) is a functional unit under Credit Risk Management (CRM) with primary focus on managing counterparty credit risk based on comprehensive quantitative analysis of client trades and portfolio.

The individual will be working closely with CEM team globally and Credit Risk analysts covering pre-trade and post-trade exposure analysis for transactions in the growing AeJ businesses.

Requirements

• Masters in quantitative finance & economics, computer science or mathematics and statistics.


• Minimum 4 years’ experience in Risk Management or Global Markets function with a focus on risk exposure analysis of traded financial products.

• Experience with financial markets such as equities, fixed income, credit bonds, and derivatives.


• Familiarity with valuation methodologies and risk metrics (e.g. VaR, Stress Loss, Exposure Quantification) would be advantageous.


• Effective communication and presentation skills, with the ability to convey complex concepts to both technical and non-technical stakeholders.


• Programming skills e.g. Python, VBA, SQL and Power BI are preferred.


• Excellent analytical and problem-solving abilities.


• Strong attention to detail and ability to work with complex financial data.

• Must be able to work well under tight deadlines and handle multiple responsibilities.

Nomura Competencies

• 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 psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).

Diversity Statement

Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation.

DISCLAIMER : This Job Description is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job. The management reserves the right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time.

Nomura is an Equal Opportunity Employer