01Responsibilities
- Based on Nomura Group's Model Risk Management Framework, you will primarily focus on validating models utilized in the Research Division, which include Equity Research, Economic Research, and Quantitative Analytics team supporting the Investment Banking division. Additionally, you will contribute to the establishment and promotion of model governance.
- Model risk management is currently gaining significant attention from the financial industry and regulatory authorities. In response, its scope has expanded to encompass all models utilized by financial institutions. Nomura Group has developed a robust framework based on a risk-based approach that complies with regulations in Japan, Europe, and the United States, and is working to implement it across all divisions.
- You will join a key project aimed at building a strong model risk management framework by addressing challenges with flexibility and integrity while collaborating closely with stakeholders. Given the limited domestic and global precedents in this area, this role represents a valuable opportunity to contribute to an initiative that holds significance not only for Nomura Group but also for the financial industry as a whole.
- With the rapid evolution of AI and other technologies, the importance of effective model risk management continues to grow. We look forward to welcoming new team members who aspire to deepen their expertise and build a meaningful career within this transformative field and its application to models used in Research division
Key Skills:
Mandatory
Desired
Domain
- A strong graduate/ post graduate degree in Engineering, Mathematics, Statistics, Computer Science, Economics
