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9 Nomura Holdings Analyst Jobs
RSK Analyst-Risk Methodology Group
1-3 years
₹ 2 - 22.5L/yr (AmbitionBox estimate)
This is an estimate of the average salary range for this
position. It has not been reviewed by the company, and
the actual salary may differ.
Mumbai
1 vacancy
RSK Analyst-Risk Methodology Group
Nomura Holdings
posted 1mon ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
Experience
1 - 3 years
Qualification
Bachelors/Masters in Quantitative discipline (B.E / B. Tech+, M. Tech, MSc (Maths / Stats), Econometrics)
Role & Responsibilities:
- Work closely with the Risk Methodologies Group (RMG) on the projects related to Regulatory and Economic risk capital models.
- In addition to Basel2.5, work on the prospective regulation, i.e., FRTB, if required. Perform firm wide plus desk level analysis to assess the impact of existing and new regulations.
- Act as a subject matter expert for the risk models including an understanding of Basel2.5 & FRTB guidelines and providing support to the model users (i.e., Risk managers) and be a key point of contact with respect to such models.
- Development and periodic update of proto-type models with special attention to the model related to Market risk VaR.
- Work on the Event Risk models including model development, maintenance and model enhancement.
- Implementation of risk models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document, performing model testing, ensure compliance with regulatory requirements and liaising with model validation group).
- Create strategic tools for VaR/RNIV/Add-on/PnL Adjustment/Event risk using python to facilitate integration with Basel2.5 implementation and offline calculation of risk numbers.
- Participate in periodic review of VaR and Event Risk models and calibration of model parameters.
- Providing live trade support for VaR/RNIV/Add-on/Event Risk computations and performing offline risk capital calculation business/products (periodically and on ad-hoc basis).
- Provide necessary support to team during validation of VaR models by Model Validation Group/Audit including any model change on an ongoing basis .
- Contribute in periodic model performance monitoring which is a critical aspect of ensuring that models are functioning as intended, for the following models:
- Firm s internal VaR model
- Other risk models such as Event Risk and Economic Risk
Mind Set:
Mandatory
Desired
Domain
- 1-3 years of experience either in Market risk and/or Credit risk with good understanding of risk modelling.
- Good understanding of mathematical concepts like probability, statistics, calculus, linear algebra.
- Good knowledge of Python, SQL, Matlab, VBA.
- Good understating of financial products (Bonds, Derivatives)
- Good understanding of ongoing banking regulatory requirements (BCBS)
- A strong Mathematical/Statistical background.
- Actuaries (Cleared at least 3 CT papers) would be advantage
- FRM/PRM/CFA certification would be added advantage
Employment Type: Full Time, Permanent
Read full job descriptionNomura Holdings Interview Questions & Tips
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Top Nomura Holdings Analyst Interview Questions
Q2. What do you know about hashing, hash table, hashing key?
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Analyst interview
What Analyst at Nomura Holdings are saying
Rating based on 85 Analyst
reviews
Anonymous · BFSI, Investments & Trading
in Mumbai
Likes
Subsidized Cafeteria
- Skill development - Good
+4 more
Dislikes
Pay is quite low
- Salary - Poor
+1 more
Analyst salary at Nomura Holdings
reported by
823
employees
₹3.3
L/yr - ₹13.1
L/yr
23%
more
than the average Analyst Salary in India
View more details
What Nomura Holdings employees are saying about work life
based on 512 employees
Flexible timing
Monday to Friday
No travel
Day Shift
Nomura Holdings Benefits
Submitted by Company
Health and wellness benefits Equal opportunity policy Flexible working policy Prevention of Sexual Harassment (POSH) Leave policies to support well-being and work-life balance
Submitted by Employees
View more benefits 
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Nomura Holdings Mumbai Office Locations
Mumbai Office
Nomura, South Avenue Road, Hiranandani Gardens, Powai
Mumbai
Maharashtra 400076
Maharashtra 400076
Mumbai Office
Ceejay House, Level 11, Plot F Shivsagar Estate, Dr. Annie Besant Road, Worli
Mumbai
400 018
400 018
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