RSK-Market Risk
Nomura · mumbai, IN
FinanceBanking/Financefinancial productsrisk managementpythonexcelfirtbdata analysiscommunication
The role involves daily analysis and sign-off for FRTB PLA under the Global Rates products desk. Key responsibilities include identifying discrepancies between Risk Theoretical P&L and Front Office Hypo P&L, ensuring compliance with regulatory back-testing requirements, and collaborating with cross-functional teams. Candidates should have a strong background in financial products, risk sensitivities, and analytical skills.