Risk Quant in Global Institution

An exciting opportunity to join a newly formed digital innovation team specializing in risk analytics. This role offers the chance to develop and validate risk models, work on advanced financial analytics, and contribute to the transformation of risk management through AI and quantitative methods.

Client Details

Our client is a global consulting firm known for its expertise in strategy and transactions. As part of their commitment to innovation, they have launched a new team focused on leveraging AI, quantitative modeling, and digital tools to solve complex risk challenges for financial institutions.

Description

• Design and develop risk management tools for clients, including cash flow forecasting, market condition detection, portfolio scenario testing, and NLP-based risk indicators.
• Validate and develop valuation models across various asset classes, including equities, bonds, commodities, and derivatives.
• Use Python, R, and proprietary client tools to build and test pricing and risk models.
• Contribute to statistical modeling projects and quantitative risk analysis.
• Collaborate with multidisciplinary experts, including software developers, AI engineers, and finance professionals, to deliver cutting-edge solutions.

Job Offer

• Opportunity to be part of a newly established team driving AI and analytics in risk consulting.
• Work on high-impact projects involving advanced risk modeling and financial analytics.
• Hybrid work model with flexibility to work remotely.
• Competitive compensation and career growth in a global consulting firm.

This is a wonderful opportunity for a Risk Quant looking to make a significant impact in a global professional services organization. Apply now to join our Tokyo team and take your career to new heights.

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

• At least 2 years of experience in a relevant field such as risk quant, financial engineering, or quantitative analytics.
• Bachelor's or Master's degree in Mathematics, Financial Engineering, Quantitative Finance, or a related field.
• Strong understanding of valuation theories, risk measurement models (e.g., VaR), and statistical modeling.
• Programming experience in Python, R, or Excel VBA.
• Knowledge of fixed income, derivatives, yield curves, volatility surfaces, and financial risk metrics.
• Business-level Japanese (BJT score of 750+ required); English proficiency at an intermediate level.