Description
We are seeking a Quantitative Equity Risk Analyst to join our Global Risk Management Department in Tokyo. As part of the broader Asia and global risk organization, you will partner with colleagues in Hong Kong and across the firm to support a rigorous, collaborative approach to market, credit and liquidity risk management.
Responsibilities:
- Conduct quantitative assessments of equity portfolio management activities, with a focus on performance metrics and risk factors.
- Develop and enhance risk-analysis approaches that deepen insight and identify potential blind spots.
- Evaluate portfolio manager strategies and processes using quantitative and AI-driven methods.
- Design, build and implement visualization tools and AI and machine learning models to strengthen risk assessment and decision-making.
- Partner with technology teams to integrate code and AI-enabled processes into workflows, improving automation and productivity.
- Monitor market developments, particularly in Japanese equities, and assess their potential impact on investments.
- Translate market trends and quantitative insights into actionable risk-management perspectives.
- Participate in portfolio manager candidate evaluations and share knowledge and best practices across the global risk management team.
Requirements:
- 2 to 10 years of experience in a quantitative role applying analytical skills to financial markets.
- Proficiency in Python and SQL.
- A master’s degree or Ph.D. in science, engineering, mathematics or a related quantitative field.
- Fluency in Japanese and proficiency in English to collaborate effectively with local and global teams.
- The ability to communicate complex concepts clearly to a range of audiences.
- A collaborative approach and the ability to thrive in a global team environment.
- Experience with AI and machine learning models is beneficial.
- Familiarity with equity markets, factor models, performance attribution, portfolio construction and optimization techniques is beneficial.