Market Risk AVP / VP

An opportunity has arisen for an experienced risk professional to join the risk methodology function of a global financial services organisation operating across international markets. This role focuses on the research, development, implementation and ongoing enhancement of market risk models used to assess and manage a broad range of financial risks arising from trading activities.

The position offers exposure to complex financial products, quantitative risk modelling, and close collaboration with stakeholders across trading, quantitative analytics, risk management, product control and technology functions.

Responsibilities:
- Research and develop innovative methodologies for measuring and managing financial risks.
- Design and implement quantitative risk models and analytical approaches within the development environment.
- Prepare functional and technical specifications for technology teams to support production implementation.
- Produce model documentation and reporting materials for senior management and regulatory stakeholders.
- Perform periodic model calibration, parameter updates and model performance validation.
- Develop practical solutions to complex risk modelling challenges and improve existing methodologies.
- Collaborate closely with stakeholders across trading, front-office quantitative teams, risk management, product control and technology.
- Support testing, validation and implementation activities to ensure models are fit for purpose and appropriately integrated into risk systems.
- Build a strong understanding of the firm's business activities, systems, processes and applicable regulatory requirements.

Why You Should Consider This Opportunity:
- Work on the development and enhancement of risk models covering a diverse range of financial products and asset classes.
- Gain exposure to quantitative modelling, risk methodology and model governance activities.
- Partner with a wide range of stakeholders across both risk and front-office functions.
- Contribute to models used for management and regulatory risk reporting.
- Operate within a global financial markets environment with exposure to complex trading activities and derivatives products.

Employee Benefits:
Social insurance and statutory benefits in accordance with Japanese law. Additional benefits are available and can be discussed during the recruitment process.

Essential:
- Minimum 5 years of experience within the financial services industry.
- Knowledge of financial products and financial modelling techniques.
- Strong communication and problem-solving skills.
- Fluent Japanese with business-level English, or fluent English with business-level Japanese.

Preferred:
- Experience in Market Risk Management.
- Understanding of trading platforms and risk management systems.
- Programming and general technical/IT skills.

Personal Attributes:
- Proactive and self-motivated approach.
- Strong desire to learn and develop expertise in financial risk management.
- Ability to work effectively with a broad range of stakeholders.

Don't meet every requirement?
Feel free to apply, as we also support opportunities beyond those advertised on our website.