At a Glance
- Tasks: Quantify exposures and analyse client portfolios in a dynamic hedge fund environment.
- Company: Join Nomura, a leading global financial services group in London.
- Benefits: Competitive salary, professional development, and a collaborative work culture.
- Other info: Engage with Front Office and Market Risk teams for accurate reporting.
- Why this job: Make a real impact on risk management while working with top professionals.
- Qualifications: Strong Excel skills and financial acumen; CFA/MBA preferred.
The predicted salary is between 80000 - 100000 £ per year.
Nomura in London seeks a quantitative Credit Risk professional to support risk management across Hedge Funds.
You will quantify potential exposures, analyze client portfolios and contribute to margin methodologies.
Strong Excel skills and financial acumen are essential.
The role interacts with Front Office and Market Risk teams to ensure risk limits are respected and reports are accurate.
A CFA/MBA or equivalent is valued. #J-18808-Ljbffr
We think you need these skills to ace Hedge Fund Credit Risk & Exposure Lead
Quantitative Analysis
Credit Risk Management
Exposure Quantification
Portfolio Analysis
Margin Methodologies
Excel Skills
Financial Acumen
