Portfolio Risk Analytics Lead

Nomura

New York (NY)

On-site

USD 160,000 - 190,000

Full time

4 days ago

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Job summary

Nomura in New York seeks a senior Portfolio Risk professional to build forward-looking portfolio views, integrating risk metrics with stress testing and capital models. You will analyze ratings, sectors, and products, identify concentration risks, and drive optimization through what-if analyses for senior management stakeholders.

The role requires 7+ years in risk management, strong analytical skills, and proficiency in Python, Power BI, SQL, and ETL processes.

Qualifications

Master’s degree or equivalent is preferred; certifications such as FRM, CFA, or CQF would be advantageous.
Minimum 7 years of experience in core risk management roles, preferably Portfolio Risk Management with exposure to loans and derivatives.
Deep understanding of markets and financial products across major asset classes and their correlations.
Strong background in risk measurement techniques and metrics (Market, Credit, etc.) such as stress testing, economic loss models, PFE, CVA, RWA, JTD.
Excellent analytical, quantitative, and problem-solving skills with ability to interpret complex portfolio risk metrics.
Experience in mortgage/securitized products, concentration management, and capital optimization is a plus.
Entrepreneurial mindset with strong stakeholder management and cross-functional collaboration.
Ability to perform under pressure in a fast-paced environment and present to senior management.
Proficiency in Python for data manipulation, ETL, and model development; working knowledge of Power BI and SQL; familiarity with Power Query and M language.
Experience with Alteryx and knowledge of Machine Learning is advantageous.

Responsibilities

Develop a global, forward-looking view of the portfolio using multiple risk metrics and integrating with Stress Testing and other frameworks.
Analyze the portfolio across rating, sector, product, and other dimensions while enhancing risk frameworks.
Identify and monitor material risk concentrations across the portfolio.
Conduct risk-return assessments and advise on portfolio optimization using what-if and stress capital models.
Create portfolio risk analytics, controls, and dashboards for senior management decision-making.
Summarize risk findings and present clear, impactful presentations to risk committees and senior management.
Collaborate across risk, front office, middle office, audit, IT, and other teams on global projects.
Design governance, controls, and documentation for risk models and processes.
Build interactive tools and dashboards (e.g., Power BI) and apply ML techniques where appropriate.