Market & Liquidity Risk | Quantitative Strategy Role

Join one of Japan's leading financial institutions in a high-impact risk management role focused on market risk, liquidity risk, and model risk. This position offers the opportunity to develop cutting-edge models, perform quantitative analysis, and play a key role in strategic risk governance. You'll be part of a global team engaging with international regulations and risk trends.

Client Details

Our client is a major global bank with a deep footprint across Japan and APAC. Known for their focus on sustainable finance and regulatory excellence, they are currently expanding their risk division to meet evolving global and domestic regulatory standards, including Basel reforms and model governance initiatives.

Description

• Drive strategic planning for market risk, liquidity risk, and model risk
• Perform quantitative analysis and support risk model development
• Coordinate with internal stakeholders for regulatory reporting and audit
• Collaborate with overseas teams on global risk framework integration
• Support compliance with international standards and internal governance
• Participate in risk assessment for new initiatives and regulatory change

Job Offer

• Work closely with both domestic and international risk teams
• Grow your expertise in regulatory-aligned risk governance and quant analysis

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Carl Iso +818046764473.

• Experience in risk management, preferably in banking, insurance, or asset management
• Familiarity with market risk, liquidity risk, and model governance principles
• Quantitative background with analytical and modeling experience
• Japanese language proficiency (reading/writing required)
• Ability to work in a bilingual environment
• Experience in data analysis or model development using Python or similar tools is a plus