Market Risk Manager at Nomura Holdings, inc.

Seoul, , South Korea -

Full Time

Start Date

Immediate

Expiry Date

14 Jun, 26

Salary

0.0

Posted On

16 Mar, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk, Risk Management, Interest Rates, Foreign Exchange, Credit Products, VaR, Stress Testing, Limit Utilization, Regulatory Reporting, Risk Limits, Excel, PowerPoint, VBA, Python, Analytical Skills, Problem-Solving Skills

Industry

Financial Services

Description

Company overview Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment 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 www.nomura.com Job Title: Market Risk ManagerCorporate Title: AssociateDepartment: RiskLocation: South KoreaLicensed Role: No Department Overview:Market Risk Management is responsible for identifying, measuring, monitoring, and controlling market risks arising from trading activities across the firm. The team provides independent oversight of risk exposures across asset classes including interest rates, foreign exchange, and credit products. Role Overview:The role supports the oversight of trading activities across Nomura Financial Investment Korea (NFIK). The position involves daily monitoring of risk exposures, reviewing risk metrics such as VaR and stress testing, interacting with trading desks, and ensuring compliance with risk limits and regulatory requirements. Role Description:• Monitor daily market risk exposures across Rates, FX, and Credit trading activities.• Review daily risk metrics including VaR, sensitivities, and limit utilization.• Investigate limit breaches and ensure appropriate escalation and remediation.• Review stress testing results and analyze key risk drivers.• Monitor market developments and assess potential impact on trading positions.• Produce and review daily risk reports for senior management and trading desks.• Support local regulatory reporting related to risk management.• Work with Front Office traders and structuring teams on risk matters and limit frameworks.• Prepare materials and minutes for local Risk Management Committee (RMC) meetings.• Coordinate with other control functions including Credit Risk, Product Control, Finance, Middle Office, and Internal Audit.• Support improvements to risk monitoring processes, tools, and reporting. Skills, experience, qualifications, and knowledge required:• 3+ years of experience in a Market Risk or related risk management role.• Experience covering macro products, particularly FX and interest rate products.• Good understanding of market risk metrics including VaR, sensitivities, and stress testing.• Bachelor’s degree in Finance, Economics, Mathematics, or other quantitative field. Postgraduate degree is preferred.• Professional certifications such as FRM or CFA are a plus.• Strong analytical and problem-solving skills.• Ability to work independently and take ownership of assigned coverage.• Good communication skills and ability to interact with traders and senior management.• Proficiency in Excel and PowerPoint required; VBA or Python experience is a plus.• Fluent English (written and spoken). Nomura Leadership Behaviours Explore Insights & Vision: Identify the underlying causes of problems faced by you or your team and define a clear vision and direction for the future. Making Strategic Decisions: Evaluate all the options for resolving the problems and effectively prioritize actions or recommendations. Inspire Entrepreneurship in People: Inspire team members through effective communication of ideas and motivate them to actively enhance productivity. Elevate Organizational Capability: Engage proactively in professional development and enhance team productivity through the promotion of knowledge sharing. Inclusion: Respect DEI, foster a culture of psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).Diversity Statement Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation. DISCLAIMER: This Job Description is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job. The management reserves the right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time. Nomura is an Equal Opportunity Employer

Responsibilities

The role involves daily monitoring of market risk exposures across Rates, FX, and Credit trading activities, reviewing key risk metrics like VaR, and ensuring compliance with risk limits and regulatory requirements. Responsibilities also include interacting with trading desks, producing risk reports, and supporting local regulatory reporting.