Business Unit Overview:

Market Risk Management works to identify, monitor and control the firm’s exposure to risk, analyze

stress test results, and provide analysis on new products and businesses. Powai Market Risk managers

liaise with the risk managers in the trading centers on a daily basis to help manage their market

exposure, set & review risk strategies. Major activities involve daily analysis and interpretation of the

results of risk sensitivities; validation of Value At Risk (VaR), RWA, Economic Capital numbers and

sign-off on the relevant Risk systems, working on global projects for enhancement of Market Risk &

preparation of risk reports for traders and senior business management. Risk managers are also

expected to automate/re-engineer the risk reporting process and provide ad-hoc risk views and drill

down analysis of less transparent risks and issues of importance to senior Risk Management/Trading Heads

Qualification MBA from a reputed institute or Masters with engineering/math/science background

Good knowledge of Financial Products (especially derivatives), Financial Markets,Economics

Understanding of risk sensitivities and VaR

Background in a numerical discipline: engineering; math; science; etc.

Good understanding of Excel, excel VBA, python

Strong analytical, quantitative and technical abilities

Strong communication skills (oral and written)

Analysis and interpretation of the various risk sensitivities; P&L attribution

Validation of VaR, Incremental Risk Change, Economic Capital numbers and sign-off on the

relevant Risk systems & preparation of risk reports for traders and senior business

management.

Monitoring and administration of risk limits and resolution of limit excesses

Preparation of reports and escalation to senior management

Ad-hoc risk views and drill down analysis to senior Risk Management/Trading Heads

Re-engineer the risk reporting process (adding additional colour/automation/improving

governance etc.)

Nomura Market Risk

Station Overview