Liquidity Stress Testing Manager- Associate

Job Description

Job title: Liquidity Stress Testing Manager Corporate Title: Associate Department: EMEA Treasury Location: London Company overviewNomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three businessdivisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For furtherinformation about Nomura, visit www.nomura.comDepartment overview:Treasury is an established function within the Finance division at Nomura, with responsibility for all aspects of unsecured funding and to manage liquidity and funding in accordance with board-mandated stress tests and in compliance with regulatory liquidityrequirements.The department has teams across Tokyo, London, Frankfurt, New York, Singapore, and Mumbai.The department is organised into the below functions:Funding - execution of the firms unsecured financing activities and liquidity pool investment, together with currency management.Regulatory Liquidity Reporting & Data - responsible to ensure regulatory liquidity reporting is complete, accurate, and timely. Design, implement & maintain regulatory reporting control, governance, and escalation frameworks.Liquidity Management -

• Liquidity Strategies, Forecasting and Analytics - covers forecasting & management of compliance with liquidity metrics

• Liquidity Stress Modelling - develop and enhance internal stress testing framework and assumptions, scenario/ sensitivity analysis, model back-testing, testing and implementation of liquidity stress assumptions

• Regional Liquidity Management - covers regional aspects of liquidity risk management including liquidity analysis, Policy and framework reviews, Contingency Funding Plan, ILAAP and other regulatory requirements

Role description:The Liquidity management framework is applied on a Global basis and is used as the primary driver to determine the firms Funding Plan and associated Funds Transfer Pricing policy and approach.The individual will be member of the Liquidity Stress Modelling team, supporting the development and enhancement of the firms liquidity stress models. The individual will work closely with Businesses and Regional Liquidity Management across the globe.Key objectives critical to success:

• Develop/ Support the development of stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques
• Establish and perform model performance monitoring and periodic review of stress assumptions
• Evaluating liquidity risk through data analysis and business insights
• New Product liquidity impact modelling
• Close partnership with Global Treasury team, in particular Regional Liquidity Management
• Involvement in UAT and impact analysis assessment of policy changes

Skills, experience, qualifications and knowledge required:Essential

• Bachelor degree in Economics, Mathematics, Engineering or equivalent field.
• Investment banking product knowledge and understanding of their impact on Liquidity reporting
• Knowledge of liquidity best practices
• Control mindset
• Strong analytical/ numerical skills.
• Ability to influence across varying levels of seniority within Finance and the Global Markets Division.
• Impactful personality with strong interpersonal and communication skills.
• Good IT Literacy, with a strong Excel/ Data Analysis skillset and experience with tools/programming languages such as Python, Alteryx, Tableau and Power BI.
• Results focused in a pressurised environment with tight deadlines

Nomura competenciesTrusted Partner

• Understand clients needs and issues, and respond with high-quality proposals
• Acquire capabilities to perform ones responsibilities and contribute to being a Trusted Partner

Entrepreneurial leadership

• Produce new ideas that might challenge the status-quo or oneself

Teamwork Collaboration

• Seek advice from senior colleagues and utilize it for improved results
• Collaborate with members from relevant departments

Influence

• Contribute to the success of the organization both quantitatively and qualitatively, and act with awareness of the impact on others
• Serve as role model and provide guidance to junior employees

Integrity

• Have a good understanding of corporate philosophy, professional ethics, compliance, risk management, and code of conduct, and make decisions and take actions accordingly

Right to WorkThe UK Government have taken steps to reduce net migration to the UK by limiting the number of overseas workers coming to the UK for employment. Please note that whilst we are able to consider applications from overseas workers from outside the UK (who requirea Tier 2 Skilled Worker visa) we can only employ them if we can provide evidence that this is a genuine vacancy for a qualified roleDiversity & Inclusion Nomura is an equal opportunity employer. We value diversity and are committed to ensuring we best reflect the diversity of the communities we serve creating an inclusive environment for all our employees. We welcome all applications and do not discriminateon the basis of age, disability, gender identity and gender expression, pregnancy and maternity, marriage and civil partnership, race, religion or belief, sex or sexual orientation.If you require any assistance or reasonable adjustments due to a disability or long-term health condition, please do not hesitate to contact us.