You need strong educational and financial market knowledge, coding skills, and ability to handle pressure for the Stress Testing Analyst role at Nomura. Relationship-building, communication, and accuracy are key.

You will analyze stress test results, develop tools for analysis, work on improving stress testing methodologies, and collaborate with Risk, IT, and Finance teams to enhance strategic stress testing systems.

Data

United Kingdom

London

Large

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


Finance

Nomura

&nbsp;Department overview:The Risk Management Department provides senior management with an independent view of the principal risks taken by individual business units. The Risk Department at Nomura is broadly organised according to the main risk classes: Market Risk Management (Market), Credit Risk Management (Credit), Operational Risk and Risk Methodology.Within the Risk Management Department, the Stress Testing Group (STG) facilitates the firm’s overall stress testing objectives which can be summarised as:<ul><li>Perform stress testing at the firm-wide level across all risk classes (market, credit, operational, liquidity risks) as well as within risk class and trading book levels.</li><li>Feed stress testing results into other business processes such as stressed revenues, capital planning, decision making and regulatory capital.</li><li>Satisfy the regulators’ scenario requests and other infrastructure and control requirements.</li></ul>Role description:<ul><li>STG is looking for an analyst to join the team to support the analysis and reporting of stress results. The role will involve assisting with global and regional capital planning &amp; regulatory capital submissions (e.g., ICAAP, Nomura Holdings Firm Wide Stress Testing (FWST)), analysing BAU stress results across a range of stress metrics and presenting results to stakeholders. The role provides the opportunity to gain exposure across a wide range of risk management disciplines.&nbsp;</li><li>Additional responsibilities will be to work with Risk Methodology in the improvement and development of stress testing methodologies, involvement in building tactical IT solutions / prototypes and working closely with IT to deliver enhancements to the strategic Stress Testing systems.</li><li>Working with other team members and other teams (Risk, IT, Finance) on</li><li>Investigation and analysis of stress results</li><li>Develop tactical tools / prototypes for analysis of stress results.</li><li>Based on tactical prototypes, help define STG procedures and strategic IT requirements</li><li>Answer ad-hoc requests on stress testing processes, data and results to Risk Managers, and other stakeholders.</li><li>Building relationships within STG and across Risk Management, Risk IT and other departments to ensure timely and consistent delivery.</li></ul>Skills, experience, qualifications and knowledge required:<ul><li>Strong educational qualifications (or relevant experience) with an understanding of economics, financial markets and products.</li><li>Strong knowledge / experience in Python, VBA or equivalent language</li><li>Active interest in financial markets and their behaviour under varying economic conditions.</li><li>Demonstrable ability and confidence to build relationships at all levels.</li><li>Strong communication and organizational skills.</li><li>Ability to work under pressure.</li><li>Accurate, with excellent attention to detail.</li></ul>Nomura competenciesTrusted Partner<ul><li>Acquire professional behaviours and foundational skills.</li><li>Communicate to others with respect.</li><li>Acquire basic knowledge and skills necessary for the role.</li><li>Continue to engage in self-improvement activities as a financial service professional.</li></ul>Entrepreneurial leadership&nbsp;<ul><li>Perform all tasks proactively with a sense of ownership.</li></ul>Teamwork Collaboration<ul><li>Acquire professional behaviours and communication skills.</li><li>Seek advice from senior colleagues and act accordingly</li></ul>Influence<ul><li>Understand the role, responsibilities and business strategy and act accordingly.</li></ul>Integrity&nbsp;<ul><li>Understand the significance and importance of corporate philosophy, professional ethics, compliance risk management and code of conduct.&nbsp;</li></ul>

 Department overview:The Risk Management Department provides senior management with an independent view of the principal risks taken by individual business units. The Risk Department at Nomura is broadly organised according to the main risk classes: Market Risk Management (Market), Credit Risk Management (Credit), Operational Risk and Risk Methodology.Within the Risk Management Department, the Stress Testing Group (STG) facilitates the firm’s overall stress testing objectives which can be summarised as:Perform stress testing at the firm-wide level across all risk classes (market, credit, operational, liquidity risks) as well as within risk class and trading book levels.Feed stress testing results into other business processes such as stressed revenues, capital planning, decision making and regulatory capital.Satisfy the regulators’ scenario requests and other infrastructure and control requirements.Role description:STG is looking for an analyst to join the team to support the analysis and reporting of stress results. The role will involve assisting with global and regional capital planning & regulatory capital submissions (e.g., ICAAP, Nomura Holdings Firm Wide Stress Testing (FWST)), analysing BAU stress results across a range of stress metrics and presenting results to stakeholders. The role provides the opportunity to gain exposure across a wide range of risk management disciplines. Additional responsibilities will be to work with Risk Methodology in the improvement and development of stress testing methodologies, involvement in building tactical IT solutions / prototypes and working closely with IT to deliver enhancements to the strategic Stress Testing systems.Working with other team members and other teams (Risk, IT, Finance) onInvestigation and analysis of stress resultsDevelop tactical tools / prototypes for analysis of stress results.Based on tactical prototypes, help define STG procedures and strategic IT requirementsAnswer ad-hoc requests on stress testing processes, data and results to Risk Managers, and other stakeholders.Building relationships within STG and across Risk Management, Risk IT and other departments to ensure timely and consistent delivery.Skills, experience, qualifications and knowledge required:Strong educational qualifications (or relevant experience) with an understanding of economics, financial markets and products.Strong knowledge / experience in Python, VBA or equivalent languageActive interest in financial markets and their behaviour under varying economic conditions.Demonstrable ability and confidence to build relationships at all levels.Strong communication and organizational skills.Ability to work under pressure.Accurate, with excellent attention to detail.Nomura competenciesTrusted PartnerAcquire professional behaviours and foundational skills.Communicate to others with respect.Acquire basic knowledge and skills necessary for the role.Continue to engage in self-improvement activities as a financial service professional.Entrepreneurial leadership Perform all tasks proactively with a sense of ownership.Teamwork CollaborationAcquire professional behaviours and communication skills.Seek advice from senior colleagues and act accordinglyInfluenceUnderstand the role, responsibilities and business strategy and act accordingly.Integrity Understand the significance and importance of corporate philosophy, professional ethics, compliance risk management and code of conduct. 

Stress Testing Analyst

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