Nomura

Liquidity Stress Modeling Specialist - Vice President

Nomura$150K — $170K *
Finance & Insurance
5 - 7 years of experience
Job Overview by Ladders

Qualifications

  • Minimum 5 years of experience in Liquidity Modeling within banking
  • Bachelor's degree in Economics, Mathematics, Engineering or related field
  • Familiarity with investment banking products and their liquidity implications
  • Solid knowledge of liquidity best practices
  • Strong analytical and numerical skills
  • Proficient in Excel and data analysis tools including Python, Alteryx, Tableau, and Power BI

Responsibilities

  • Lead development of stress testing models for global markets and investment banking products
  • Establish performance monitoring and review of stress assumptions
  • Evaluate liquidity risk through comprehensive data analysis
  • Model liquidity impact of new products and sensitivity analysis
  • Develop Funds Transfer Pricing allocations
  • Partner closely with Global Treasury and Regional Liquidity Management
  • Participate in User Acceptance Testing (UAT) and assess policy changes

Benefits

  • Comprehensive healthcare and retirement plans
  • Paid time off, including vacation and parental leave
  • Eligibility for performance-related bonuses and equity awards
  • Opportunities for professional development and skill enhancement
  • Inclusive workplace culture fostering psychological safety
Full Job Description
Corporate Title: Vice President

Department: Group Treasury, Finance

Location: New York

The base pay range for this position at commencement of employment is expected to be between $150K and $170K/year*(see below footnote for additional compensation and benefits information).

Department 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 liquidity requirements. 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 firm's 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.

Asset Liability Management- managing risks arising from mismatches between assets and liabilities.
  • It functions by implementing an effective financial management framework including fund transfer pricing, interest rate risk management and resource optimization hence enhancing its risk management, improve decision-making, and ultimately strengthen its overall financial performance.

Liquidity Management -
  • Liquidity Strategies, Forecasting and Analytics - covers forecasting & management of compliance with liquidity metrics
  • Liquidity Stress Modeling - 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 firm's Funding Plan and associated Funds Transfer Pricing policy and approach.

The individual will be member of the Liquidity Stress Modeling team, supporting the development and enhancement of the firmwide liquidity stress models. The individual will work closely with Businesses and Regional Liquidity Management across the globe.

Role Responsibilities:
  • Oversee/ Lead the development of stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques
  • Establish model performance monitoring and periodic review of stress assumptions
  • Evaluating liquidity risk through data analysis and business insights
  • New Product liquidity impact modeling and sensitivity analysis
  • Development of Funds Transfer Pricing Allocations
  • Close partnership with Global Treasury team, in particular Regional Liquidity Management and Funds Transfer Pricing team
  • Involvement in UAT and impact assessment of policy changes


Skills, experience, qualifications and knowledge required:
  • Min of 5 years of experience in Liquidity Modeling at a bank
  • Bachelor's 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 Leadership Behaviors

Explore Insights & Vision
  • Identify the underlying causes of problems faced by you or your team and define a clear vision and direction for the future.

Making Strategic Decisions
  • Evaluate all the options for resolving the problems and effectively prioritize actions or recommendations.

Inspire Entrepreneurship in People
  • Inspire team members through effective communication of ideas and motivate them to actively enhance productivity.

Elevate Organizational Capability
  • Engage proactively in professional development and enhance team productivity through the promotion of knowledge sharing.

Inclusion
  • Foster a culture of inclusion and psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).


*base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience. The total compensation package for this position may also include other elements, including a sign-on bonus, restricted stock units, and discretionary awards in addition to a full range of medical, financial, and/or other benefits (including 401(k) eligibility and various paid time off benefits, such as vacation, sick time, and parental leave), dependent on the position offered. Details of participation in these benefit plans will be provided if an employee receives an offer of employment.

If hired, employee will be in an "at-will position" and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors".

About Nomura

Nomura Holdings, Inc. is a Japanese financial services company that was founded in 1925. The company provides a wide range of financial services, including investment banking, brokerage, and asset management. Nomura has a global presence, with offices in over 30 countries. The company is headquartered in Tokyo, Japan and has over 28,000 employees worldwide. Nomura is one of the largest investment banks in the world and is known for its expertise in the Asian markets.
Learn more about Nomura
Size
26,585 employees
Market Cap
$11.8 billion
Industry
Net Income
$274 billion
5 Year Trend
-1.5%
Revenue
$1,759 billion
NASDAQ

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