VP, Credit Exposure & Margin Risk

Nomura

New York (NY)

On-site

USD 150,000 - 185,000

Full time

7 hours ago

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Job summary

Nomura in New York is seeking a Vice President for Credit Exposure Management to identify, assess, and mitigate contingent counterparty risk across Prime Brokerage and financing portfolios. The role collaborates with Front Office and risk teams to ensure exposures align with firm risk appetite and to collateralize risks as needed.

The position emphasizes risk analytics, margin rules, and portfolio monitoring, with a strong focus on equities and derivatives.

Qualifications

At least five years of experience in Prime Brokerage and/or Equities coverage in a Market Risk role.
Broad knowledge of a range of asset classes and their derivatives with in-depth knowledge of equities.
Excellent presentation and communication skills.
MS Excel to expert level.
Ability to work independently, motivated to learn, and drive for success.
Previous experience in fixed income derivatives & cash products.
Further financial education e.g. CFA, MBA, etc.

Responsibilities

Analyze and approve client margin rules with Prime Brokerage and Credit Risk, and set risk limits.
Monitor Prime Brokerage client portfolios vs. key metrics and take action when risk exceeds firm appetite.
Conduct pre-trade risk analysis of financing and OTC trades to support approval decisions.
Provide quantitative counterparty risk analysis for Financing & derivatives trading, including VaR and margin rules.
Present views of contingent risk to Credit Risk, Front Office and management forums.
Aid development of globally consistent analytics & reporting standards.