ORCA Analyst recruitment

Overview:

Nomura is a leading financial services group and the preeminent Asian-based investment bank with worldwide reach. Nomura provides a broad range of innovative solutions tailored to the specific requirements of individual, institutional, corporate and government clients through an international network in 30 countries. Based in Tokyo and with regional headquarters in Hong Kong, London, and New York, Nomura employs about 26,000 staff worldwide. Nomura’s unique understanding of Asia enables the company to make a difference for clients through five business divisions: domestic retail, global markets, global investment banking, global merchant banking, and asset management. For further information about Nomura, please visit www.nomura.com.

Description:

Following the regulatory change in the financial industry, banks are investing massively in quant/analyst to compute/value/analyze the impact on capital. The Optimum Regulatory Capital Allocation team is in charge of analyzing/modelling capital impact, advising senior management/business head on capital.

Key deliverables

• Simulation of RWA (VaR, IRC etc) impacts from future business plans / objectives

• Simulation of portfolio evolution and RWA over time

• Development of tools for diversification analysis, efficient hedging strategies etc.  

• Optimisation of portfolio handling for (model driven) scarce financial resources

• Advise business on optimal use of economic and regulatory risk capital across the firm

• Drive requirements for economic and reg capital tools

• Assist in capital allocation and utilisation projections, under different regulatory scenarios

Skills and Experience Required:

• The candidate should have strong quantitative skills with ideally a PhD (or a Bachelor/Msc from a top university).

• The candidate should have experience within a similar position within investment banking with a high level of exposure to risk management through front office, risk or finance.

• Important knowledge on two of the following topics is a requirement market risk, counterparty risk and capital requirement

•  Strong knowledge of Basel 2.5 and Basel 3 regulation and financial modeling skills

Right to Work

The UK Government have taken steps to reduce net migration to the UK by limiting the number of overseas workers from outside the EEA coming to the UK for employment. Please note that whilst we are able to consider applications from overseas workers from outside the EEA ( who require a Tier 2 (General) visa) we can only employ them if we can provide evidence that there are no other suitable candidates for this vacancy from inside the EEA.

All applications must be received by the closing date of the 31 August 2012.