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RSK Associate/Senior Associate -Risk Methodology Group
4-6 years
₹ 12.075 - 40L/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 Associate/Senior Associate -Risk Methodology Group
Nomura Holdings
posted 16d ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
Experience
4 - 6 years
Qualification
Masters in Quantitative discipline (B.E / B. Tech+, M. Tech, MSc (Maths / Stats), Econometrics)
Requisition No.
Role & Responsibilities:
This associate role within CRA Powai will be focusing on carrying out counterparty risk model development and performance review tasks for various Nomura group legal entities including US and EMEA regions.
- Provide analysis and consultation on credit risk quantification. Work closely with global development teams on implementation of models and systems
- Work on various regulatory requirements including Back testing, Model Performance reviews, Calibration, User Acceptance Testing, Documentation of models, etc.
- Implement 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).
- Collaborate with Risk IT in the strategic implementation of various initiatives
- Participate in periodic model performance review and calibration of model parameters.
- To aid regulatory reviews and inspections by providing necessary analysis.
Key Skills:
Domain
- Sufficient exposure to quantification of counterparty risk and regulatory landscape.
- Basic understanding of stochastic calculus, Derivative pricing, Monte Carlo Simulation.
- Proficiency in Excel-VBA/Python
- Strong verbal and written communication skills
- Organisational skills, multi-tasking and detail oriented
- Delivery focussed with the ability to work well under pressure and meet deadlines under compressed timescales
Employment Type: Full Time, Permanent
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People are getting interviews at Nomura Holdings through
People are getting interviews through
(based on 35 Nomura Holdings interviews)
Campus Placement
Job Portal
Referral
Company Website
Walkin
34%
29%
14%
6%
3%
14% candidates got the interview through other sources.
High
Confidence
?
High Confidence means the data is based on a large number of responses received from the candidates.
What people at Nomura Holdings are saying
Rating based on 7 Senior Associate
reviews
Anonymous · Finance
in Mumbai
Likes
Culture and people are good.
Dislikes
growth is little less as compared to other IBs.
Read 7 reviewsSenior Associate salary at Nomura Holdings
reported by
61
employees
with 4-10
years exp.
₹12
L/yr - ₹42
L/yr
164%
more
than the average Senior Associate Salary in India
View more details
What Nomura Holdings employees are saying about work life
based on 498 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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