Vice President, Market Risk Manager

Vice President, Market Risk Manager – (job location is New York, NY; employer is Nomura Holding America, Inc.) – Monitor market risk of U.S. Rates trading business through analysis of various market risk metrics like Value at Risk (VaR), Stress VaR and other risk measures. Analyze market risk limits and recommend VaR and other market risk measure limits for the business per the business plan and current macro market scenarios. Monitor limits usage and coordinate with front office to resolve excess and high utilization of limits. Perform re-trade analysis for transactions and estimate impacts on top-level market risk. Report daily to senior management. Develop and run stress scenarios. Review, enhance and sign off on market risk models. Analyze the Bank’s global legal entity structure and trade booking operations to develop strategies to reduce market risk across entities. Identify key risks and mitigating factors on potential investments. Resolve queries from regulators including the Securities and Exchange Commission and Commodity Futures Trading Commission. Requirements: Bachelor’s Degree in Business, Finance or Risk Management, plus five years of progressive post-Bachelor’s experience in the offered position or as Market Risk Associate for a global bank or financial institution. All required experience must have included: performing market risk reporting and analytics for U.S. Rates trading or market risk trade credit products including US Treasury bonds, interest rate swaps, and swaptions; monitoring and analyzing market risk metrics including VaR, Stress VaR, economic capital, regulatory capital; recommending market risk measure limits based on business plan and macro market scenarios; resolving excess and high utilization of limits; and reviewing, enhancing and providing sign-off on VaR, Stress VaR and FRTB market risk models. #LI-DNI. This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from another U.S. location. Salary: $190,000-$220,000/year. E-mail résumé to: rashele.skinner@nomura.com. Ref. #01157.