Market Risk Associate - Cross Asset

Nomura

New York (NY)

On-site

USD 50,000 - 240,000

Full time

14 days+

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Job summary

A leading financial services firm is seeking a Market Risk Associate in New York. Ideal candidates will possess 2-4 years of experience in market risk management or quantitative analytics, with solid skills in Python and SQL. The role involves analyzing cross-asset risks, conducting stress tests, dealing with senior stakeholders, and preparing regulatory reports. This position demands strong communication skills and attention to detail, offering a dynamic work environment in finance, with a competitive salary range and full-time employment.

Qualifications

2 to 4 years of relevant experience in Market Risk management or quantitative analytics.
Experience with Basel III/FRTB concepts preferred.
Programming ability (Python, SQL) is strongly preferred.

Responsibilities

Analyze market risk across cross asset including Rates, Equities, and FX.
Conduct portfolio analysis and stress testing.
Prepare reports for regulatory submissions and senior stakeholders.

Skills

Market Risk Management

Quantitative Analysis

Communication

Portfolio Analytics

Attention to Detail

Education

Undergraduate or advanced degree in Finance, Mathematics, or a related field

Tools

Python

SQL

Bloomberg

Excel VBA

Job description

Market Risk Associate – Cross Asset

Join to apply for the Market Risk Associate – Cross Asset role at Nomura.

Role Summary

We are seeking an Associate to join Market Risk – Portfolio and Model Management group in New York. The successful candidate will help review and manage cross‑asset risk, provide insightful quantitative analysis to senior management, and drive risk reporting/automation. The role offers exposure to diverse products including Rates, Equities, Securitized products, FX, Crypto while working closely with senior stakeholders.

Responsibilities

Analyzing and understanding market risk across cross asset including Rates, Equities, Securitized Products, FX, Crypto.
Conducting portfolio analysis including what‑if scenarios and risk factor sensitivities.
Daily review of risk exposures and changes to the portfolio including stress testing and scenario analysis to assess the impact of extreme market events.
Preparing decks for regulatory submissions, senior stakeholders, senior committees & forums.
Monitor market trends and identify potential risks arising from market volatility, and economic and geo‑political risk factors.
Designing and maintaining risk reporting frameworks and model management tools.
Working closely with front office to assess risk and business strategy, as well as other corporate functions such as RMG, MVG, IT, and Ops.

Requirements

2 to 4 years of relevant experience in Market Risk management, or Risk Methodology, or quantitative analytics, or adjacent front‑office/risk functions.
Undergraduate or advanced degree in Finance, Mathematics, or a related field.
Programming ability (Python, SQL) is strongly preferred but not mandatory; familiarity with Bloomberg and Excel VBA.
Comfort with portfolio analytics, scenario design, impact analysis, and communicating quantitative results to non‑technical stakeholders.
Knowledge of Basel III/ FRTB concepts and market risk frameworks preferred but not required.
Attention to detail, strong written and verbal communication, and ability to manage multiple deliverables in a fast‑paced environment.Team player with strong communication skills, verbal as well as written.

Seniority level