Quantitative Risk Analyst

An opportunity has arisen for a quantitative 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 and enhancement of risk models used to assess market and financial risks across a broad range of asset classes, providing direct exposure to quantitative modelling, stakeholder collaboration and regulatory-facing work.

The position would suit candidates with a strong quantitative background who are interested in applying advanced analytical techniques to complex risk challenges within a trading and investment banking environment.

Responsibilities:
- Research and develop quantitative models used to measure and manage financial risk.
- Design, code and test new modelling approaches using Python and SQL within a development environment.
- Translate model designs into clear technical specifications for production implementation.
- Prepare model documentation, technical papers and management presentations for internal stakeholders and regulatory reviews.
- Perform regular model recalibration, parameter updates and ongoing performance monitoring.
- Develop practical solutions to complex risk modelling challenges across multiple risk types.
- Partner closely with Trading, Quantitative Research, Risk Management, Product Control and Technology teams throughout the model lifecycle.
- Support model implementation, validation and testing activities while ensuring methodology is appropriately adapted to business requirements.
- Build and maintain knowledge of financial products, trading activities, risk frameworks and evolving regulatory expectations.

Why Consider This Opportunity:
- Play a direct role in the development and enhancement of risk methodologies used across a global trading and investment banking environment.
- Work on quantitative modelling challenges spanning multiple risk disciplines rather than focusing on a single product area.
- Gain exposure to a broad range of asset classes, including Equities, FX, Credit, Rates and Commodities.
- Partner closely with stakeholders across Trading, Quantitative Research, Risk Management, Product Control and Technology, providing visibility across the full model lifecycle.
- Contribute to work that is reviewed by senior management and regulatory stakeholders, offering exposure beyond pure model development.
- Combine quantitative research, model implementation and practical business application in a role with both technical depth and commercial relevance.

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:
- Postgraduate degree or equivalent qualification in a quantitative discipline such as Mathematics, Physics or Economics.
- Experience in quantitative modelling within a financial markets, banking or securities-related environment.
- Practical programming experience, including proficiency with Python and SQL.
- Demonstrated interest in financial markets, trading and risk management.
- Strong analytical and problem-solving capabilities.
- Excellent written and verbal communication skills in English.

Preferred:
- PhD or equivalent advanced research qualification in a quantitative discipline.

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