Sr. Software Engineer at Nomura Holdings, inc.

Huangpu District, Shanghai, China -

Full Time

Start Date

Immediate

Expiry Date

26 Feb, 26

Salary

0.0

Posted On

28 Nov, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Financial Risk Management, Market Risk, Credit Risk, SQL, BA, QA, BI Development, Big Data, Quantitative Mindset, Coding, Algorithms, Excel, VaR, SVaR, IRC, Monte Carlo

Industry

Financial Services

Description

Company Overview: Nomura is a global financial services group with an integrated network spanning over 30 countries. By connecting markets East & West, we service the needs of individuals, institutions, corporates and governments through our four business divisions: Retail, Asset Management, Wholesale (Global Markets and Investment Banking), and Merchant Banking. Driven by the insights of some 28,000 people worldwide, we put our clients at the center of everything we do, delivering unparalleled access to, from and within Asia. For further information about Nomura, please visit www.nomura.com. Team Overview: The Risk engine group is responsible for design, development and level 3 support for the risk calculation engines within the Risk & Capital Technology group. This group is primarily focussed on the calculation, aggregation and reporting of the risk analytics across market and counterparty credit risk. Role / Principal Accountabilities: Design, Development of various modules and models involved in the Market and Credit risk projects. Work with Risk management, Risk quants and middle office team to understand the business requirements and work towards robust and scalable application design. Articulate technical design & solutions to non-technical / business users. Ownership of project work during difference phases from initiation, development, unit testing to QA, UAT, Staging and Production. Profiling of current application, new changes and identify areas of performance improvement and memory optimization. Writing Unit test cases (JUnit), documenting technical design and other operational procedures [sharepoint]. Minimum Qualifications: Well versed in Financial Risk Management, Market Risk and Credit Risk OR Post Graduate in Finance/Mathmatics/Computer Science. Experience Band > 5 years Good Verbal and Written communication in English. Must have SQL experience, previous experience as BA/QA. Previous experience in Market Risk. Preferred Skills BI development experiences; good understanding to big data concept and platform. Strong quantative mindset. Have interest in coding and algorithms. Descriptive Illustration of complicated concept Excel, SQL VaR, SVaR, IRC, historical time series analysis, monte carlo CFA/FRM chart holder or candidate

Responsibilities

The role involves designing and developing various modules and models for Market and Credit risk projects. It includes collaborating with risk management teams to ensure robust application design and ownership of project work through various phases.