Market Risk Analyst – Prime Services – Perm recruitment

Market Risk Analyst – Prime Services - Perm

This role is within Financing Risk team, we are looking to recruit an associate risk manager to cover the Prime Services business.

The business lines to be covered by the Prime Services are Cash PB, Synthetic PB (equity swaps), and stock borrow/lending. The Financing Risk team also covers repo business, futures options / OTC derivatives clearing, OTC derivatives traded with hedge funds, and structured financing trades, and a high degree of cross-product knowledge and learning is expected in the group.

The main responsibilities are:

-Assessing appropriate margin rates on trades and portfolios, and explaining the rationale for margin rates with PB business, Credit Risk, and clients

-Gain knowledge of Nomura’s risk-based margin system, and involvement in development and testing as the system is enhanced

-Reporting and monitoring of market risks taken by the Prime Services business (e.g. delta risk on unhedged swaps, interest rate risk on term financing)

The successful candidate will:

-Have a detailed understanding of the Prime Services business, including knowledge of client strategies; margin approach and legal documentation.

-Be able to demonstrate product knowledge across a range of cash and derivative products. The role focuses primarily on equities but cross-product knowledge will be beneficial.

-Strong communication and influencing skills both internally within risk and out on the trading floor, and when presenting to clients. The Financing Risk team at Nomura influences and approves business risk appetite, and the successful candidate will have strong decision-making ability to deliver this.