Location
London

Hours
Full Time

About the Role
Nomura is a global financial services group with a presence in approximately 30 countries and regions, servicing individuals, institutions, corporates, and governments through Wealth Management, Investment Management, and Wholesale divisions. Founded in 1925, Nomura is built on disciplined entrepreneurship, delivering creative solutions and thought leadership.

The Credit Risk Exposure Management team is responsible for quantifying, managing, and mitigating contingent counterparty risks arising from the bank’s financing and derivative portfolios. This team manages collateral and contingent risk across all businesses and asset classes, providing internal audit requirements and quantifying exposure under the bottom-up stress loss metric for OTC derivatives and securities financing transactions (SFT) with hedge funds and other counterparties.

As a Credit Risk Exposure Manager, you will provide quantitative support to the Credit Risk Management team, focusing primarily on the Hedge Funds business. Key responsibilities include client pre-trade risk analysis of financing and OTC trades to support approval decisions, monitoring and analysing client portfolios for credit exposures and risk profiles, participating in margin methodology development, managing risks for collateralized transactions through portfolio analysis, ensuring compliance with regulatory requirements (JFSA, PRA, BaFin, SEC), and collaborating with risk managers and stakeholders to address analysis requests.

You will also be expected to automate, simplify, and standardize risk management processes to improve efficiency and focus on risk analysis and mitigation strategies.

Experience
- Broad knowledge of a range of asset classes and their derivatives
- Previous experience in Prime Brokerage, Market Risk, or Exposure Management is desirable
- Experience with fixed income derivatives and cash products is advantageous
- Programming skills such as VBA, SQL, Python are desirable

About you
- Excellent presentation and communication skills
- Appreciation of client business and motivations
- Strong MS Excel skills to expert level
- Good general knowledge and understanding of current macro-economic trends
- Ability to work independently, motivated to learn, and drive for success

Qualifications
- Further financial education such as CFA, MBA, or equivalent is desirable