Posted:1 week ago|
Platform:
Work from Office
Full Time
Stress testing primary purpose is to ensure that all material risk concentrations are understood
and consistent with the Firms risk appetite and business strategy Stress testing is carried out on a regular basis to ensure that the Firm has sufficient resources to continue to do business in the event of a severe downturn scenario beyond the reach of VaR/Economic Capital Analysis and review of scenario results, focusing on understanding behaviour of derivative products under scenario conditions Scenario definition and expansion Implementing improvements to stress testing reporting information and developing new stress tests in order to provide effective key risk management information to senior management Working with front office and other risk managers to review current portfolio risks and trading strategies in order to develop new scenarios / improve current scenarios to fully address market risks Overall consolidation Reporting: monthly / quarterly to senior management and regulators
Knowledge of Derivatives products (including exotics) Markets, Economics
3 5 years of experience in Market Risk/Stress testing, preferably on the fixed income side on trading/risk management Masters (MBA preferred) from a reputed institution Excellent oral and written communication skills
Some experience in programming such as Excel VBA, R, Python
Nomura
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