Tokyo, Japan | Full-time / Flexible working available
About the Role
We are hiring a Senior Risk Quantitative Analyst to support market risk, credit risk, and valuation within the Japanese power trading business.
This role sits at the intersection of quantitative modelling, energy markets, and risk management, working closely with trading, risk, and global quant teams.
Key ResponsibilitiesDevelop and enhance risk models (VaR, Expected Shortfall, stress testing, PFE/EPE)
Build stochastic pricing and exposure models for derivatives
Support valuation and risk analysis across power, commodities, FX, and rates
Implement models in production using Python (C++/Java a plus)
Prepare model documentation and support validation and audits
Requirements
5–8+ years of quantitative risk or modelling experience
Strong Python and quantitative modelling skills
Experience with derivatives and risk methodologies
Fluent Japanese & English (mandatory)
Nice to have:
Energy/power markets, XVA, Endur/Murex experience
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