Market Risk, Associate/ AVP, Tokyo

Jefferies
Tokyo
Workplace: OnsiteFull-timeFunction: Legal, Risk & ComplianceExperience: 10+ yearsSkills: ["Communication","Problem-solving"]

Oversee and manage market risk for equities portfolios in line with local and Group risk policies. Ensure timely VaR sign-off, robust risk reporting, and second-line review; lead or support regulatory deep-dives; develop reverse stress testing and liquidity risk frameworks within the 2nd line of defense.

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FursaFursa
Jefferies
Jefferies
3 months ago

Market Risk, Associate/ AVP, Tokyo

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Last checked: 6 hours agoStatus: Live

Job Summary

Oversee and manage market risk for equities portfolios in line with local and Group risk policies. Ensure timely VaR sign-off, robust risk reporting, and second-line review; lead or support regulatory deep-dives; develop reverse stress testing and liquidity risk frameworks within the 2nd line of defense.
Location: Tokyo
Workplace: Onsite
Job Function: Legal, Risk & Compliance

Key Responsibilities

  • •Overseeing and managing market risk for equities portfolios in line with risk policies; serve as a member of the Risk Management team to support holistic equities risk management alongside the CRO function.
  • •Ensuring timely VaR sign off, accuracy of key risk metrics, and integrity of risk reporting; managing capital and liquidity constraints; ensuring robust pre- and post-trade risk controls.
  • •Monitoring and reviewing large and complex transactions under the pre-trade framework; providing second line review and challenge of equities trading activities; driving market risk projects to enhance frameworks, analytics, and controls.
  • •Liaising with senior management, audit, and regulators; supporting the local CRO; leading or supporting regulatory deep dives and responses.
  • •Developing and owning reverse stress testing frameworks for equities portfolios; identifying vulnerabilities; adopting new methodologies and data to surface tail risks; driving risk assessment techniques.

Key Requirements

  • •10+ years of relevant experience across market risk and liquidity risk within a financial institution.
  • •Recent experience in equity market risk management is critical.
  • •Degree-level education in a quantitative or finance-related discipline with strong analytical skills; working knowledge of SQL, Python, VBA, or Power BI.
  • •Deep understanding of equity products, particularly equity derivatives, equity-linked derivatives, and swaps.
  • •Fluent Japanese and English.
Experience:10+ yearsFinanceRisk managementEquities
Skills:CommunicationProblem-solving
Languages:JapaneseEnglish
Tech Stack:SQLPythonVBAPower BI

Company Brief

Jefferies
Global investment banking and capital markets firm providing advisory, underwriting, trading, research, and asset management services to corporations, governments, and institutional investors.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: New York, United States
Founded: 1962
WebsiteLinkedIn