Stress Testing & Risk Analytics Analyst

Nomura Holdings, Inc.; Singapore; On-site; SGD 90,000 - 130,000; Full time

Job summary

Nomura’s Risk Management Department seeks an STG Analyst to support analysis and reporting of stress results across risk classes. The role involves capital planning submissions (ICAAP, FWST), analyzing a broad set of stress metrics and presenting insights to stakeholders and committees.

You will collaborate with Risk Methodology and IT to enhance stress testing tools and methodologies. This position offers exposure to a wide range of risk management disciplines and opportunities to influence

Qualifications

• Financial instruments knowledge through coursework, certifications (CFA, FRM, PRM), or professional experience.
• Experience in Python, VBA or equivalent language.
• Minimum 3 years of experience working in an investment bank within a risk management team.
• Bachelor's degree in Economics, Finance, Mathematics, Statistics, Engineering, or related quantitative field.
• Active interest in financial markets and their behaviour under varying economic conditions.
• Demonstrable ability to build relationships at all levels.

Responsibilities

• Perform stress testing at the firm-wide level across all risk classes and at trading book levels.
• Support capital planning & regulatory submissions (ICAAP, FWST).
• Analyse BAU stress results across stress metrics and present findings to stakeholders.
• Develop tactical IT tools/prototypes for scenario calibration and analysis of stress results.
• Collaborate with Risk Methodology and IT to enhance stress testing systems.

Skills

Financial instruments knowledge

Python

VBA

Risk management experience

Communication

Autonomy

Analytical skills

Stress testing

Education

Bachelor's degree in a quantitative field

Job description

Nomura’s Risk Management Department seeks an STG Analyst to support analysis and reporting of stress results across risk classes. The role involves capital planning submissions (ICAAP, FWST), analyzing a broad set of stress metrics and presenting insights to stakeholders and committees.

You will collaborate with Risk Methodology and IT to enhance stress testing tools and methodologies. This position offers exposure to a wide range of risk management disciplines and opportunities to influence