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Vice President - Market Risk Manager – Credit Trading - Hong Kong
July 5, 2018
Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm practices disciplined entrepreneurship while building on a long tradition of serving clients with creative solutions and considered thought leadership.
The management of market risk is a key business priority for Nomura and is vital to the successful delivery of the firm's strategy. The AeJ Market Risk team has responsibility for the development and execution of market risk management framework for the region.
The credit trading market risk function covers a wide range of strategies and products from debt capital markets to cash to bespoke financing solutions. As part of the team, you will be involved in all the activities:
Devise risk control framework suitable for each Front Office strategy and product range to ensure risk taking is aligned with the firm's risk appetite and policies.
Liaise regularly with Front Office trading and structuring in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in timely manner.
Advise senior business and risk management on market risk related issues. Including portfolio concentrations, market changes and issuer exposures.
Conduct ad hoc investigations and analysis into risk, market, or modeling issues as needed.
Provide reporting to local and global Business, Risk, and Regulatory stakeholders.
Provide analysis of risks and capital (both economic and regulatory).
Ensure VaR and capital calculations are correct and reviewed in a timely manner.
Collaborate with other corporate functions on issues of common interest (e.g. Finance on valuation and P&L, operations).
Review new product proposals from a market risk point of view and provide opinion to management.
Review new trades and trading activity (and provide approvals where required).
Key Experience & Skills
Candidates for the position should have:
At least 4 years working experience in a risk, front office, or control related function in financial services institutions with focus on credit products.
Experience analyzing Asian issuers from a Credit Risk perspective.
Knowledge of Asian markets and credit products.
Ability to work independently.
Willingness to get involved and take responsibility for area covered.
Ability to withstand pressure and exercise independent judgment.
VBA, SQL and database skills.
Regional Disclaimers / Diversity Statement
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.