Global Portfolio Risk Strategist

Nomura Holdings, Inc.; New York (NY); On-site; USD 160,000 - 190,000; Full time

Benefits offered by this job

401(k) eligibility

Medical benefits

Paid time off

Job summary

Nomura Holdings, Inc. seeks a senior portfolio risk professional to lead forward-looking risk analytics across multiple asset classes, leveraging Python, Power BI, and advanced stress testing.

You will collaborate with Market, Credit, and other risk teams to develop risk frameworks and dashboards for executive decision-making. The role emphasizes identifying material concentrations, conducting risk-return analyses, and presenting insights to senior management and risk committees in a fast-paced

Qualifications

• 8+ years in core risk management with at least 5+ years in Portfolio Risk Management (credit portfolio focus).
• Experience with multiple asset classes (FX, Credit, Equities, Rates, Loans) and related risk metrics.
• Advanced knowledge of stress testing, economic loss models, PFE, CVA, RWA, JTD and operational risk.
• Strong analytical, quantitative skills and ability to present to senior management.

Responsibilities

• Develop a global, forward-looking portfolio view using multiple risk metrics and stress testing.
• Analyze portfolio across rating, sector, product and concentration; enhance risk frameworks.
• Identify, measure and monitor material risk concentrations across the portfolio.
• Perform risk-return analyses and advise on portfolio optimization via scenario analysis and capital models.
• Create portfolio analytics, controls, and dashboards for senior management decision-making.
• Summarize risk findings and present to risk committees; collaborate across risk, front office, and IT teams.

Skills

Python

Power BI

SQL

ETL

Machine Learning

Education

Master's degree or equivalent in Finance/Quantitative field

FRM/CFA/CQF advantageous

Tools

Power Query

M language

Alteryx

Job description

Nomura Holdings, Inc. seeks a senior portfolio risk professional to lead forward-looking risk analytics across multiple asset classes, leveraging Python, Power BI, and advanced stress testing.

You will collaborate with Market, Credit, and other risk teams to develop risk frameworks and dashboards for executive decision-making. The role emphasizes identifying material concentrations, conducting risk-return analyses, and presenting insights to senior management and risk committees in a fast-paced