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About the Role
The Credit Risk Exposure Management team is responsible for quantifying, managing, and mitigating contingent counterparty risks from the bank’s financing and derivative portfolios. This role provides quantitative support to the Credit Risk management team, focusing on the Hedge Funds business.
Responsibilities
- Provide client pre-trade risk analysis for financing and OTC trades to support approval decisions, including IA amounts for OTC transactions, haircuts for SFT transactions, and calculating the impact of new trades on Stress Loss limit utilization for Hedge Funds.
- Monitor and analyze client portfolios regarding credit exposures (CE, PE, EE, etc.), risk profiles, and margin levels, providing commentary on the drivers for risk exposure and daily moves.
- Participate in margin methodology development and enhancement of existing margin models, including their documentation.
- Manage risks for the firm’s portfolio of collateralized transactions through relevant portfolio analysis using credit risk metrics, VaR, stress & liquidation scenarios, and reporting.
- Understand and ensure correct implementation of rules and regulations from various regulatory bodies (e.g., JFSA, PRA, BaFin, SEC) for Regulatory Credit Risk Exposure & Capital calculations for trade portfolios.
- Collaborate with risk managers and stakeholders to address requests for additional analysis based on specific needs.
- Automate, simplify, and standardize risk management processes to enhance efficiency and focus on risk analysis and mitigation strategies.
Requirements
- Broad knowledge of a range of asset classes and their derivatives.
- Excellent presentation and communication skills.
- Appreciation of client business and motivations.
- Expert level proficiency in MS Excel.
- Good general knowledge and understanding of current macro-economic trends.
- Ability to work independently, motivated to learn, and drive for success.
- Previous experience in Prime Brokerage, Market Risk, or an Exposure Management division (Desirable).
- Previous experience in fixed income derivatives & cash products (Desirable).
- Programming Skills e.g. VBA, SQL, Python etc. (Desirable).
- Further Financial Education e.g. CFA, MBA, etc. (Desirable).
Skills
- MS Excel
- VBA
- SQL
- Python
Location
- London
Work Type
- Full-time
Experience Level
- Analyst
- Associate
Education Level
- CFA (Desirable)
- MBA (Desirable)
About the Company
- Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions.
- The firm connects markets East & West, servicing clients through Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking).
- Founded in 1925, Nomura is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership.
Equal Opportunity
- Nomura is an equal opportunity employer.
- We value diversity and are committed to ensuring we best reflect the diversity of the communities we serve creating an inclusive environment for all our employees.
- We welcome all applications and do not discriminate on the basis of age, disability, gender identity and gender expression, pregnancy and maternity, marriage and civil partnership, race, religion or belief, sex or sexual orientation.
- If you require any assistance or reasonable adjustments due to a disability or long-term health condition, please do not hesitate to contact us.
- Nomura is an Equal Opportunity Employer.