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Hedge Fund Credit Risk Lead Quant
Job in
Greater London, London, Greater London, W1B, England, UK
Listed on 2026-07-20
Listing for:
Nomura
Full Time
position Listed on 2026-07-20
Job specializations:
-
Finance & Banking
Risk Manager/Analyst, Banking Analyst
Job Description & How to Apply Below
Nomura is seeking a quantitative analyst to support Credit Risk Exposure Management with a focus on Hedge Funds. You will analyze client pre-trade risk, monitor portfolios, and contribute to margin and stress testing models to stay within risk appetite.
The role partners with Front Office and Market Risk to ensure accurate exposure calculations, regulatory compliance, and robust risk reporting. Strong Excel skills and a CFA/MBA-like background are desirable.
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