Quantitative Stress Testing Associate

Quantitative Stress Testing Associate

Full-Time No working from home possible
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Nomura in London is seeking a Stress Testing Associate to join the Risk Management Division. You will contribute to developing, updating and implementing stress testing models for market and counterparty risk, analyzing results and supporting governance processes.

You should have a strong mathematical background, experience in risk modelling, and proficiency in Python, SQL, Matlab or VBA. A MSc and relevant certifications are advantageous.

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Quantitative Stress Testing Associate employer: Nomura

Nomura is an excellent employer that fosters a dynamic and collaborative work culture in the heart of London, offering employees the chance to engage with global teams across major financial hubs like Mumbai and Tokyo. With a strong emphasis on professional development, employees benefit from extensive training opportunities and the chance to work on complex regulatory challenges, making it a rewarding environment for those looking to advance their careers in investment banking.

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Contact Details:

Nomura Recruitment Team