VP, Global Portfolio Risk & Analytics

NOMURA SINGAPORE LIMITED; Singapore; On-site; SGD 180,000 - 240,000; Full time

Job summary

Nomura Singapore Limited is seeking an experienced Risk professional to join the Portfolio Analytics and Monitoring team within Portfolio Risk. The role focuses on forward-looking portfolio analytics, concentration risk, and collaboration across markets, risk types, and control functions.

Responsibilities include developing analytics, dashboards, and risk models, presenting insights to senior management, and driving governance and risk culture across the organization.

Qualifications

• Master’s or equivalent qualification in Finance, Economics, Risk Management,

Responsibilities

• Develop a global, forward-looking view of the portfolio by leveraging multiple risk metrics and techniques (default loss, stressed exposure) while integrating portfolio analytics and monitoring with Stress Testing and other Risk frameworks.
• Analyse the firm’s portfolio across multiple dimensions such as rating, sector, product, etc., while developing and enhancing portfolio risk frameworks (e.g., Default Risk Appetite, Sector Concentration).
• Systematically identify, measure, and monitor material risk concentrations across the portfolio.
• Undertake risk-return assessments and provide recommendations for portfolio optimization through what-if scenario analysis using economic/stress capital models, focusing on material concentrations.
• Develop portfolio risk analytics, controls, and dashboards to produce portfolio intelligence for senior management decisions.
• Summarise portfolio risk findings and present well-articulated insights to senior management and risk committees.
• Foster collaboration across risk, front office, middle office, audit, IT, etc., and participate in global Portfolio Risk projects.
• Implement governance, controls, and documentation for team processes and Risk Models.
• Design, build and maintain interactive tools and dashboards (e.g., Power BI) with advanced data handling; leverage ML where appropriate.

Skills

Python

Power BI

SQL

ETL

Machine Learning

Alteryx

FRM CFA CQF

Education

Master’s degree in Finance/Economics/Risk Management

Tools

Power Query

M language

Job description

Nomura Singapore Limited is seeking an experienced Risk professional to join the Portfolio Analytics and Monitoring team within Portfolio Risk. The role focuses on forward-looking portfolio analytics, concentration risk, and collaboration across markets, risk types, and control functions.

Responsibilities include developing analytics, dashboards, and risk models, presenting insights to senior management, and driving governance and risk culture across the organization.