Nomura - Analyst / Associate - Global Risk / Market Risk - FRTB

Roles & Responsibilities :

• The role involves daily analysis and sign-off for FRTB PLA under the Global Rates products desk of Nomura as per the IMA FRTB framework.
• The key objective is to identify, analyse, and resolve discrepancies between Risk Theoretical P&L and Front Office Hypo P&L while ensuring ongoing compliance with regulatory back-testing requirements under the implemented IMA FRTB model.
• The role also includes supporting the transition of FX business to IMA framework through detailed analysis and issue resolution.

The role entails collaborating with Global cross-functional teams such as :

(ref : iimjobs.com)