Model Risk VP

- Conduct independent reviews and validation of quantitative models used within investment management activities.
- Assess model methodologies, assumptions, implementation, limitations, and ongoing performance.
- Support the enhancement and implementation of model risk management and governance frameworks.
- Evaluate model risk across a range of investment-related modelling activities and promote a risk-based approach to oversight.
- Prepare technical reviews, validation findings, governance documentation, and management reporting materials.
- Partner with stakeholders across investment, risk, and control functions to strengthen model governance practices.
- Contribute to model risk initiatives designed to meet evolving regulatory expectations across multiple jurisdictions.
- Help drive consensus among diverse stakeholder groups and support the successful delivery of strategic model risk projects.

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

- Master's degree or equivalent academic background in a quantitative STEM discipline such as Mathematics, Statistics, Data Science, Computer Science, Engineering, Physics, or a related field.
- Experience applying programming languages such as Python, R, or VBA to quantitative analysis.
- Deep expertise in at least one of the following areas:
1) Quantitative investing, asset allocation, or portfolio optimisation.
2) Risk management within a
3) Corporate valuation methodologies.
4) Index construction, index calculation, or quantitative investment solutions.
- Ability to prepare technical documentation and communicate effectively in English.
- Strong stakeholder management and influencing skills, with the ability to work across multiple functions and achieve alignment on complex topics.
- Analytical mindset, intellectual curiosity, and a genuine interest in model risk management and governance.