VP, Model Risk & Validation – Investment Management

Nomura; New York (NY); Vor Ort; USD 160.000 - 190.000; Vollzeit

Benefits dieser Stelle

Sign-on bonus

Restricted stock units

Discretionary awards

401(k) eligibility

Paid time off

Zusammenfassung

Nomura in the United States is seeking a Vice President to lead independent validation of complex models across the Investment Management Division, including Nomura Asset Management International. You will provide rigorous review of quantitative models used in investment and risk management, ensuring soundness and governance compliance.

The role requires advanced Python, R, and VBA skills, a strong quantitative background, and collaboration with stakeholders while maintaining independent

Qualifikationen

• 3+ years of VP-level experience in model validation, quantitative analysis, portfolio management, or risk management; demonstrated expertise in investment management preferred.
• Master’s degree or higher in Math, Statistics, Economics, or related quantitative discipline.
• Expertise in risk models (VaR/counterparty exposure), pricing models for asset classes, quantitative investment management, and risk management within asset management companies; familiarity with QIS and index calculation methodologies.

Aufgaben

• Conduct independent validation of complex models used in IMD covering quantitative investment strategies, index calculation including QIS, automated execution, and models used in risk management and performance reporting.
• Evaluate model conceptual soundness, ongoing monitoring framework, and model outcomes for intended use.
• Document validation findings with risk-based assessments of model limitations and assumptions in detailed reports.
• Present validation results and risk assessments to senior management, risk governance committees, and business stakeholders.
• Contribute to the establishment and promotion of model governance standards and best practices in IMD under Nomura Group’s Model Risk Management framework.
• Build collaborative partnerships with stakeholders while maintaining independent, principled challenge.

Kenntnisse

Model validation

Quantitative analysis

Portfolio management

Risk management

Ausbildung

Master's degree in Math/Statistics/Economics

Tools

Python

R

VBA

Jobbeschreibung

Nomura in the United States is seeking a Vice President to lead independent validation of complex models across the Investment Management Division, including Nomura Asset Management International. You will provide rigorous review of quantitative models used in investment and risk management, ensuring soundness and governance compliance.

The role requires advanced Python, R, and VBA skills, a strong quantitative background, and collaboration with stakeholders while maintaining independent