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Equity Model Validation Group Risk Manager - VP Job Details

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Employer:  Nomura
Job Ref No:  1054458
Job Title:  Equity Model Validation Group Risk Manager - VP
Sector:  Asset Management
Sub Sector:  Traditional Asset Manager
Risk Type:  Market
Expertise:  Risk Manager
Document Title

Job title: Equity Model Validation Group (MVG) Risk Manager
Corporate Title: Vice President
Location: New York
Business Unit: Risk Management

Company overview

Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit

Department description:

The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk; monitoring Model Risk vs. the firm's Model Risk Appetite and escalates model approval breaches.

Role description:
The role will be focused on a comprehensive review of Equity valuation models used in the firm for valuation and risk management of their positions, including
• Evaluation of the assumptions and assessment of the model theory
• Assessment of the input parameters
• Review of implementation
• Model Risk analysis: identification, analysis, and quantification of model limitations
• Model Risk Monitoring and Reporting

In addition, the successful candidate should be able to
• Clearly and concisely communicate the results of the Model Validation analysis to the rest of the team, other functions and senior management.
• Actively contribute to global Equity MVG projects
• Provide a hands on model approval support to US Equity Trading
• Closely work with all stakeholders (e.g. Trading, FO Quants, Market Risk, Product Control, etc.)

Skills, experience, qualifications and knowledge required:

• A minimum of 5-7 years working experience in a quantitative environment
• A postgraduate degree in a quantitative discipline
• Established experience in Equity pricing models
• Advanced programming experience. Ideally in C and Python
• Excellent verbal and written communication and interpersonal skills

• PhD (or equivalent) in a quantitative discipline
• A proactive approach to model risk management

Nomura is an Equal Opportunity Employer

Employment Type:  Permanent

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