Quantitative Risk Consultant

S&P Global
Tokyo
Workplace: OnsiteFull timeFunction: Capital Markets, Trading & QuantSkills: ["Analytical","Problem-solving","Independent work","Collaboration","Communication"]

Support and enhance a financial risk analytics library for cross-asset pricing and risk measurement, including XVA, credit, market, and regulatory risk. Work with the Quantitative Modelling team to validate methodologies, test and maintain analytics, and contribute to software implementation for client projects. Collaborate with internal teams and clients in English and Japanese, analyzing regulatory updates to assess their impact on the library.

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FursaFursa
S&P Global
S&P Global
1 month ago

Quantitative Risk Consultant

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Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI
Last checked: 21 days agoStatus: Live

Job Summary

Support and enhance a financial risk analytics library for cross-asset pricing and risk measurement, including XVA, credit, market, and regulatory risk. Work with the Quantitative Modelling team to validate methodologies, test and maintain analytics, and contribute to software implementation for client projects. Collaborate with internal teams and clients in English and Japanese, analyzing regulatory updates to assess their impact on the library.
Location: Tokyo
Workplace: Onsite
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Entry level

Key Responsibilities

  • •Support and enhance the Financial Risk Analytics library.
  • •Contribute to software implementation work for client projects.
  • •Collaborate with internal teams and clients in English and Japanese.
  • •Test, validate, and maintain methodologies for risk measurement and analysis.
  • •Analyze regulatory updates and assess their impact on the library.

Pay and Benefits

Perks:Health InsuranceRetirementLearning BudgetStudent Loan

Key Requirements

  • •Experience in financial derivatives and risk management.
  • •Strong analytical and problem-solving skills.
  • •Programming proficiency, preferably Python.
  • •Ability to communicate effectively in both English and Japanese (written and oral).
  • •Preferred: an advanced degree in sciences, engineering, mathematics, quantitative finance, or a related discipline.
Experience:Financial risk managementFinancial derivativesMarket riskCounterparty credit riskXVABuy-side risk
Skills:AnalyticalProblem-solvingIndependent workCollaborationCommunication
Languages:EnglishJapanese
Tech Stack:Python

Company Brief

S&P Global
Provides financial information, analytics, benchmarks, and credit ratings to markets and institutions worldwide, offering data, research, indices, and risk assessment tools across the financial services and commodities sectors.
Industry: Data Infrastructure
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: 1917
WebsiteLinkedIn