Senior bilingual

4週間前


Tokyo Tenth Revolution Group

Senior bilingual - Risk Quantitative Analyst


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 Responsibilities

  • Develop 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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