【外資系金融】クレジットリスクモデル開発｜英語メイン

世界的な金融機関のリスク管理部門で、企業向けクレジットリスクの内部格付モデル・評価手法を開発していただきます。

Python・SQLなどを用いた定量モデル開発から、モデルガバナンス、規制対応、グローバルチームとの連携まで幅広く担当。世界の主要拠点と連携しながら、金融機関の信用リスク管理を支える中核的な役割を担います。

業務上の主要言語は英語となります。グローバルな投資銀行で、クレジットリスク、クオンツ、モデル開発の専門性をさらに高めたい方にとって、専門性と裁量を活かせるポジションです。

• クレジットリスク・内部格付モデルの開発、改善、運用
• 統計分析・定量研究およびモデル開発プロジェクトのリード
• 企業信用評価に関する定量モデル・定性評価ガイドラインの策定
• Python、SQLなどを用いた統計モデル・定量分析
• 規制当局やグローバルなリスク管理チームとの連携
• グローバル拠点をまたぐプロジェクトの推進・関係者間の調整
• リスクモデルに関するガバナンス規程・技術文書の作成
• 必要に応じたジュニアメンバーの育成・サポート

Join a leading global investment bank and financial services institution in Tokyo as a Credit Risk Model Developer, specialising in internal rating methodologies, quantitative credit risk models, and corporate credit risk frameworks.

Working as part of an international methodology team, you will develop and enhance internal credit rating models, statistical risk methodologies, qualitative assessment guidelines, and governance frameworks used for corporate credit evaluation.

This is a highly quantitative role combining statistical model development, credit risk analysis, programming, regulatory engagement, and IT implementation. You will oversee model development projects from statistical research and methodology design through to implementation and governance, working closely with global Risk Management teams and regulatory stakeholders.

The position operates across major international financial hubs and uses English as the primary working language. Japanese fluency is not mandatory, making this a particularly attractive opportunity for experienced credit risk and quantitative professionals who have worked in Japan and want to build their careers within a truly global banking environment.

• Develop, enhance, and maintain statistical internal credit rating models used for corporate credit risk assessment.
• Design and improve qualitative assessment guidelines supporting internal corporate credit evaluations.
• Oversee quantitative model development projects covering methodology design, statistical research, validation considerations, and implementation.
• Conduct statistical analysis and quantitative research to improve the performance and reliability of credit risk scoring methodologies.
• Apply quantitative programming skills, including Python and SQL, to model development, analysis, testing, and related processes.
• Coordinate the IT implementation of credit risk scoring models and methodologies into relevant banking systems.
• Work closely with global Risk Management teams to ensure internal rating methodologies remain appropriate, robust, and aligned across international operations.
• Liaise with relevant regulatory bodies regarding internal rating methodologies, model governance, and regulatory expectations.
• Develop and maintain corporate credit risk frameworks supporting consistent risk assessment and decision-making.
• Draft technical governance policies, methodology standards, and documentation for internal rating models.
• Prepare materials and technical documentation for relevant risk and methodology committees.
• Lead cross-functional alignment initiatives involving Risk, quantitative teams, technology functions, and international stakeholders.
• Coordinate with colleagues across global financial hubs to drive consistent methodology and governance standards.
• Mentor junior quantitative developers where applicable and contribute to the broader development of the global methodology team.

必須条件 経験・資格：

• クレジットリスク管理、リスクモデル開発、格付機関分析、またはクレジットリスクコンサルティングの経験
• 統計モデルの構築・検証に関する実務経験
• Python、SQLなどを用いた定量分析・プログラミング経験
• 複雑なプロジェクトを推進するプロジェクトマネジメント力
• 日本での就業経験

• 多国籍・多文化のチームで円滑に協働できるコミュニケーション能力
• 複雑な課題を分析し、粘り強く解決へ導く問題解決力
• 高い論理的思考力と、専門領域を自律的に深掘りできる姿勢
• 複数のステークホルダーを巻き込み、プロジェクトを前進させる推進力

• 日本語：できれば尚可
• 英語：ビジネスレベル（業務を完全に英語で行えるレベル）

• 金融機関、格付機関、コンサルティングファーム等でのクレジットリスクモデル・内部格付に関する経験
• IFRS 9、Basel規制、モデルバリデーションなど、信用リスクモデルに関連する規制・ガバナンスの知識・経験

大手外資系金融機関。

世界の主要金融市場で事業を展開し、国際的なリスク管理体制のもとで高度な金融サービスを提供しています。

本ポジションはグローバルなリスク管理組織に所属し、海外拠点の専門家と英語で連携しながら、信用リスクモデルや評価手法の高度化を担います。

• 金融機関の中核となるリスクモデルに携われる
  企業信用評価を支える内部格付モデルの開発・高度化をリードできます。
• 定量分析とビジネスをつなげられる
  統計モデルの構築だけでなく、金融機関のリスク管理や意思決定に直結する仕事です。
• グローバルな環境で専門性を発揮できる
  海外の主要拠点と英語で連携し、国際的なリスク管理プロジェクトを推進します。
• 高い専門性と裁量を活かせる
  モデル開発からガバナンス、規制対応まで幅広く担当し、自らテーマを設定して仕事を進められる環境です。
• ワークライフバランスを確保できる
  リモートワークとフレックスタイム制を活用し、柔軟な働き方が可能です。

• Professional experience in quantitative credit risk management, credit risk model development, rating agency analysis, or credit risk consulting.
• Advanced hands-on experience developing statistical or quantitative models.
• Strong quantitative programming capabilities using tools such as Python and SQL.
• Experience working with credit risk methodologies, corporate credit assessment, internal ratings, or related quantitative risk frameworks.
• Ability to conduct statistical research and translate quantitative findings into practical risk methodologies.
• Experience working with technical model documentation, governance requirements, or quantitative methodology standards.
• Experience collaborating with risk management, technology, regulatory, or other cross-functional stakeholders.
• Previous professional experience working in Japan is required.
• More than 3 years of relevant professional experience.
• Bachelor's degree.

• Strong analytical ability and confidence working with complex quantitative and credit risk problems.
• Excellent problem-solving skills with the persistence to investigate and resolve technically challenging issues.
• Strong project management capabilities for coordinating model development and implementation initiatives.
• Ability to operate effectively and independently within a highly international environment.
• Strong cross-cultural communication and collaboration skills.
• Ability to coordinate stakeholders across different functions and international locations.
• Comfortable working with a high degree of strategic independence and ownership.
• Ability to communicate complex quantitative concepts clearly to technical and non-technical stakeholders.

• English: Fluent / Full professional proficiency
• Japanese: Basic level acceptable; Japanese fluency is optional
• Japan experience: Previous professional experience working in Japan is required

• Experience developing internal rating models or corporate credit scoring methodologies within a bank or financial institution.
• Experience with quantitative credit risk frameworks in investment banking or financial services.
• Background in credit rating agency analysis or specialist credit risk consulting.
• Experience interacting with financial regulators regarding credit risk models, methodology, or governance.
• Experience implementing quantitative models into production or banking IT environments.
• Experience developing technical governance standards, model methodology documentation, or risk committee materials.
• Exposure to international or cross-border credit risk methodology projects.
• Experience mentoring junior quantitative or model development professionals.

Our client is a leading global investment banking and financial services institution with an international approach to risk management and financial markets.

Its risk organisation brings together specialists across major global financial centres, creating a collaborative environment where quantitative expertise, international perspectives, and rigorous risk methodologies support strategic decision-making.

The Credit Risk methodology function plays an important role in developing the models and frameworks used to assess corporate credit quality and strengthen risk management across the organisation.

• Shape core credit risk models and internal rating methodologies for a premier global financial institution.
• Take ownership of high-impact quantitative risk framework development in a global and autonomous team.
• Work across statistical modelling, quantitative research, methodology, governance, regulation, and IT implementation.
• Collaborate with Risk Management professionals and quantitative specialists across major international financial hubs.
• Work primarily in English within a genuinely global environment.
• Japanese fluency is not required, opening the position to international professionals with previous working experience in Japan.
• Enjoy significant strategic independence in defining and developing your areas of focus.
• Benefit from an environment offering strong work-life balance.
• Access remote/WFH and flexible working arrangements.
• Receive a competitive compensation package.