Job Title:VP- Market Risk Manager Job Code:1212738
Location:Hong Kong Client Job Ref: Job Type:Permanent
Post Start Date:4 Mar 2022
Post End Date: Job Summary:
Nomura is a leading financial services group and the preeminent Asian-based investment bank with worldwide reach. Nomura provides a broad range of innovative solutions tailored to the specific requirements of individual, institutional, corporate and government clients through an international
network in 30 countries. Based in Tokyo and with regional headquarters in Hong Kong, London, and New York, Nomura employs approx. 26,000 staff worldwide.Position: VP
The position is a role in Market Risk Management reporting into the Head of AeJ Equities Market Risk Management. The candidate will be managing the risks for AeJ Equities Trading Business including Delta1, Flow Derivatives, Structured Derivatives, and Convertible Bonds.Role Summary:
The individual will be working with other risk managers within the team covering the AeJ Equities Desks
with the main focus on Flow and Structured Derivatives. The role will include stress analysis, review of
risk positions, discussing risk exposures and concerns with senior risk managers and traders, and
escalating risk issues to senior risk managers as needed.Responsibilities:
- Understanding the market and daily review of risk exposures.
- Developing and maintaining risk reports and analytic tools.
- Work closely with front office to assess risk and business strategy, as well as other corporate functions such as MVG, IPV, IT, and Ops.
- Review committee/transaction approvals.
- Daily recap of markets, P&L and Risk.
- 5-7 years of experience in trading or market risk in equities
- Intellectual curiosity and a passion for understanding financial markets
- Strong analytic background and strong understanding of the risks from Equity Derivatives, particularly the greeks, stress testing, VaR, Basel III, and FRTB.
- Good product knowledge of equity derivatives including autocallables, range accruals, accumulators, and variance swaps
- Working knowledge of option pricing models
- Strong communication skills (both written and verbal) as the candidate will be working with a large number of groups within Risk and outside of Risk and should be able to convey complex topics to a wide audience
Programming skills are not necessary but strongly preferred.
Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation.DISCLAIMER:
This Job Description is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job. The management reserves the
right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time.