Description
We are looking for a Quantitative Risk Consultant to join our Quantitative Modelling team. The team supports our Financial Risk Analytics library, which includes Risk Factor Simulation Models, Cross asset pricing library, XVA, Credit, Market and Regulatory Risk Measures.
Key responsibilities include:
- Supporting and enhancing the Final Risk Analytics library
- Contributing to software implementation work for client projects
- Collaborating with internal teams and clients in both English and Japanese
- Testing, validating, and maintaining methodologies for risk measurement and analysis
- Analysing regulatory updates and assessing their impact on our library
You are proactive, analytical, and comfortable working independently and collaboratively. You should be proficient in at least one programming language such as Python. You will be well-versed in financial derivatives and current trends in the industry. Good written and oral communication skills in English and Japanese are essential for this role.
Required qualifications include:
- Experience in financial derivatives and risk management
- Strong analytical and problem-solving skills
- Programming proficiency, preferably Python
- English and Japanese communication ability
Preferred qualifications include:
- Background in sciences, engineering, mathematics, quantitative finance, or mathematical finance
- Experience with market risk, CCR, xVA, or buy-side risk
We offer a competitive compensation package, opportunities to work with experts in the field, and the chance to work with the best of breed technologies.