Model Risk Management

Tier 1 Securities Firm - Global communication

The Risk Model Team is seeking a highly skilled individual with a strong background in financial modeling and risk management to join its team.

This role will be responsible for:

• Overseeing overall model risk management operations, conducting quantitative and qualitative analysis of pricing, risk measurement and validation models, and documenting verification results.
• Communication and collaboration with overseas offices, banks, and outsourcers will be an essential part of this role, as well as contributing to regulatory and audit responses and automating routine operations.
• At least three years of experience in financial modeling, university degree in a related field such as physics, engineering, or mathematics, extensive knowledge of financial instruments, and basic knowledge of risk management.
• Strong computer skills, including proficiency in Excel/VBA, Word or LaTeX, PowerPoint, and programming languages such as Python and C/C++, are also required.
• Excellent communication skills in both English and Japanese, with the ability to read, write, speak and listen to both languages at a business level, are also necessary.
• Desirable qualifications include experience in financial markets, overseas experience, and research experience in a science graduate program.
• Individuals with exceptional skills that can be applied to model risk management tasks will also be considered, even if they do not meet all the requirements.