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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