Vice President, Market Risk Manager

Nomura Holding America Inc. • New York, NY • 23min ago

Monitor market risk of U.S. Securitized Products business through analysis of various market risk metrics like Value at Risk (VaR), Stress VaR and other risk measures. Analyze market risk limits and recommend VaR and other market risk measure limits for the business per the business plan and current macro market scenarios. Product and market focus includes secondary CLO, CLO warehouse financing, RMBS, Whole Loans, and structured repo transactions. Ensure market risk is completely captured, understood and controlled in line with defined appetite and portfolio strategy. Collaborate closely with traders from the pre-trade structuring phase through to post-trade risk management of a range of structured credit transactions and products. Present weekly detailed analysis to senior management on significant risk positions, trading strategies and revenue performance, as well as key risks, mitigating factors, and other developments concerning the portfolio and market. Requirements:Bachelors Degree in Business Administration, Finance, or Risk Management, plus 5 years of progressive post-Bachelors experience in the offered position or as a Market Risk Manager for a global bank or financial institution.All required experience must have included: performing market risk reporting and analytics for U.S. Securitized Products including secondary CLO, CLO warehouse financing, RMBS, Whole Loans, and structured repo transactions; monitoring and analyzing market risk metrics including VaR, Stress VaR, economic capital and regulatory capital; recommending market risk measure limits based on business plan and macro market scenarios; resolving excess and high utilization of limits; reviewing, enhancing and providing sign-off on VaR, Stress VaR and FRTB market risk models; and performing regulatory stress testing exercises for the OCC (CCAR) and PRA (FDSF) and defining and running internal stress scenarios. This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from another U.S. location. #LI-DNI To apply: E-mail rsum to: kathleen.mcnamara1@nomura.com. Ref. #01563.

Similar Jobs

Asst Manager Cyber Security

Mphasis Corporation • New York, NY • 23min ago

Management & Administrative

Scrum Master - Banking Product DevelopmentRole: Scrum MasterLocation: United StatesLevel: L6SummarySeeking an experienced Scrum Master with a strong Product Development background in the Banking and Financial Services do...

23min ago

Go to Apply

Vice President (#7887)

Sumitomo Mitsui Banking Corporation • New York, NY • 26min ago

Management & Administrative

Employer: Sumitomo Mitsui Banking CorporationJob Title: Vice President (#7887)Job Location: 277 Park Avenue, New York, NY 10172Duties: Design, develop, and enhance the firms Operational Risk Scenario Design and Stress Te...

26min ago

Go to Apply

Incident and Crisis Management Lead

Valley National Bank • New York, NY • 27min ago

Management & Administrative

Responsibilities include but are not limited to: Maintain and update Valley Bank's Incident & Crisis Management (ICM) plan, policies, and documentation in alignment with industry standards and regulations. Lead and c...

27min ago

Go to Apply

Client Service Specialist

Valley National Bank • New York, NY • 27min ago

Management & Administrative

Responsibilities include but are not limited to: Manage the client journey to ensure exceptional services are provided with quick and accurate turnaround times. This would include engaging assigned team on client onboard...

27min ago

Go to Apply

Graphic Design & Brand Manager

Consigli Construction Co, Inc • New York, NY • 1h ago

Management & Administrative

Job Title: Graphic Design & Brand Manager Employment Type:Full-Time FSLA:Salary/Exempt Division:Marketing Department:Creative Reports to:Creative Director Supervisory Duties: No Salary Range: $100,000 - $120,000Job D...

1h ago

Go to Apply

Communications Manager, Global Operations and Workplace Reputation Team

Amazon • New York, NY • 5h ago

Management & Administrative

Description Amazon's last-mile delivery network touches millions of customers every day - and with that scale comes real scrutiny. Legislation, regulatory shifts, and coordinated advocacy campaigns can move fast, and the...

5h ago

Go to Apply

Continual Service Improvement Manager, Global Infrastructure and Operations

New York University • New York, NY • 5h ago

Management & Administrative

Continual Service Improvement Manager, Global Infrastructure and Operations US-NY-New York Job ID: 2026-16462Type: NYU IT (WS1170)# of Openings: 1Category: TechnologyNew York University Overview The Continual Service Imp...

5h ago

Go to Apply

Training, Operations and Compliance Manager

City of New York • New York, NY • 5h ago

Management & Administrative

Job Description The mission of the New York City Police Department is to enhance the quality of life in New York City by working in partnership with the community to enforce the law, preserve peace, protect the people, r...

5h ago

Go to Apply

Program and Operations Manager, Ethical and Applied AI Hub

Fordham University • Bronx, NY • 5h ago

Management & Administrative

About Fordham: Founded in 1841, Fordham is the Jesuit University of New York, offering an exceptional education distinguished by the Jesuit tradition to more than 16,000 students in its nine colleges and schools. It has...

5h ago

Go to Apply

Assistant Vice President, National Accounts (Sephora)

Charlotte Tilbury • New York, NY • 5h ago

Management & Administrative

About Charlotte Tilbury Beauty Founded in 2013 by world‑renowned makeup artist and beauty entrepreneur Charlotte Tilbury CBE, Charlotte Tilbury Beauty has transformed the global beauty industry with one mission - to empo...

5h ago

Go to Apply

Subscribe to get new jobs sent directly to you
(no charge, cancel anytime)