Head of Liquidity Stress Modelling (Executive Director)

Department Overview

Treasury, as a department within the Finance division, operates across the four divisions of the Firm (Wholesale, Wealth Management, Investment Management and Banking) with responsibility for management of all aspects of liquidity and funding in accordance with Board-delegated mandate and regulatory liquidity requirements.

Role Description

Senior leadership role owning Nomura’s global liquidity stress testing framework, covering all regulatory and internal scenarios. Primary regulatory interface on stress methodology and key advisor to Treasury leadership.

Core Responsibilities

Strategic Framework & Methodology

• Own and enhance global liquidity stress testing framework across all scenarios
• Define methodology and governance standards organization-wide
• Drive innovation incorporating emerging risks and market lessons
• Ensure alignment with regulatory requirements and business needs

Model Development & Governance

• Oversee development, validation, and back-testing of complex liquidity stress models across all asset classes
• Maintain rigorous performance monitoring and review cycles
• Ensure models meet internal and regulatory standards
• Assess liquidity impacts for new products and initiatives

Regulatory & Stakeholder Engagement

• Primary subject matter expert for regulatory interactions and ILAAP submissions
• Anticipate and interpret emerging regulatory expectations across jurisdictions
• Present to senior management, Risk Committees, and Board
• Partner with Regional Liquidity, Reporting, Funding, ALM, and FTP teams

Team Leadership

• Lead global team of ~7 specialists across London, New York, and Mumbai
• Foster high-performance culture focused on analytical rigor and innovation
• Build capabilities through training, knowledge sharing, and strategic hiring
• Promote cross-regional collaboration and consistent methodology

Business Partnership

• Trusted advisor to Global Head of Liquidity Management on stress insights
• Influence senior stakeholders across Finance, Risk, and Business
• Translate complex analysis into strategic recommendations
• Drive consensus on methodology changes

FTP & Resource Optimization

• Collaborate on liquidity-driven pricing allocations
• Inform business decisions on product pricing and resource allocation
• Optimize firm’s liquidity resources through scenario planning

Qualifications

• Deep experience in liquidity risk management at major financial institutions, including stress testing, modelling, regulatory frameworks (LCR, NSFR, ILAAP), and direct regulator engagement
• Comprehensive understanding of Global Markets products and their liquidity risk characteristics, coupled with Funds Transfer Pricing mechanisms
• Advanced skills in model development, validation, governance, back-testing, statistical modelling, and scenario analysis with large, complex datasets
• Expert use of programming languages (Python, SQL, R) and visualization/analytics platforms (Tableau, Power BI, Alteryx)
• Proven ability to inspire, develop, and manage high-performing teams across multiple geographies while delivering strategic initiatives in complex organizations
• Exceptional skills in influencing senior leadership, building consensus across diverse groups, and managing relationships in matrix environments
• Confident articulator of complex technical concepts to varied audiences (technical and non-technical) at all organizational levels, balancing long-term vision with near-term execution
• Strong control mindset with meticulous attention to detail, accuracy, and ability to deliver under pressure while meeting tight regulatory and management deadlines
• Intellectually curious with commitment to ongoing learning, innovation, and best practice adoption
• Strong advocate for challenge, escalation, and respect; actively fosters robust risk culture within teams and broader organization
• Bachelor’s degree in Economics, Mathematics, Engineering, Finance, or equivalent quantitative field (Master’s degree, CFA, or FRM preferred)

Right to Work

The 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 require a Tier 2 Skilled Worker visa) we can only employ them if we can provide evidence that this is a genuine vacancy for a qualified role.

Diversity & 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 discriminate on 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.

Nomura is an Equal Opportunity Employer

#J-18808-Ljbffr