VP, Global Portfolio Risk Leader

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

Job summary

Nomura in New York seeks a Portfolio Risk Manager (VP) to lead analysis of portfolio risk across markets, develop forward-looking risk metrics, and integrate stress testing with risk frameworks. You will build dashboards and present findings to senior management, collaborating with Market, Credit, and IT teams.

The role requires 8+ years in risk, strong Python/Power BI, and ability to communicate complex results. A Master's or quantitative degree is preferred; FRM/CFA advantageous.

Qualifications

• 8+ years in core risk roles; 5+ in Portfolio Risk.
• Experience across FX, Credit, Equities, Rates, Loans.
• Knowledge of stress testing, CVA, RWA, JTD.
• Masters or equivalent; FRM/CFA advantageous.
• Strong analytical, communication, and stakeholder skills.
• Experience with mortgage/securitized products and concentration management.
• Python for data manipulation; SQL and Power BI.
• Ability to present to senior management.

Responsibilities

• Develop a global, forward-looking view of the portfolio using multiple risk metrics.
• Analyze the portfolio across rating, sector, product and more; enhance risk frameworks.
• Identify and monitor material risk concentrations across the portfolio.
• Conduct risk-return assessments and advise on portfolio optimization.
• Create portfolio risk analytics, controls, and dashboards for senior management.
• Summarize findings and present to risk committees and senior management.
• Collaborate cross-functionally with risk, front/middle office, IT, and audits.
• Maintain governance, controls, and documentation for risk models.
• Design interactive tools/dashboards (Power BI) with ML where appropriate.

Skills

Portfolio Risk

Python

Power BI

SQL

Stakeholder management

Communication

Stress Testing

Credit Portfolio

Education

Master's degree in Finance/Economics

FRM/CFA advantageous

Tools

Alteryx

Machine Learning

Job description

Nomura in New York seeks a Portfolio Risk Manager (VP) to lead analysis of portfolio risk across markets, develop forward-looking risk metrics, and integrate stress testing with risk frameworks. You will build dashboards and present findings to senior management, collaborating with Market, Credit, and IT teams.

The role requires 8+ years in risk, strong Python/Power BI, and ability to communicate complex results. A Master's or quantitative degree is preferred; FRM/CFA advantageous.