Global Securities Company
- Calculate, analyze and report on a daily basis all market risk indicators of the Tokyo desks in compliance with the group's market risk policies;
- Monitor all quantitative and/or qualitative limit breaches and ensures the follow-up of these breaches
- Provide input to the definition, calibration and update of all market risk limits, including sensitivities, VaR and Stress scenario;
- Provide timely, accurate, and meaningful risk information by maintaining high data quality in the reporting system and utilizing system tools to control the accuracy of report results.
- Help prepare an aggregated view of Tokyo activities in terms of risks and performance to the Head of MARPL Traded Risks in Asia and to the management in Tokyo;
- Help prepare the monthly Market Risk Committee for Asia Pacific;
- Participate actively in the analysis and approval process of any new product or activity relevant to her scope of responsibilities;
- Provide support to FO on various ad hoc requests and risk analysis;
- Provide support for ad hoc analysis and projects such as implementing new methodology, capturing missing risks, and improving the risk reports.
- Help prepare BoJ monthly report.
- Provide second level control of the company CAD reporting.
- Quantitative background in science, math or engineering with specialization in Finance
- Degree in maths/finance/science
- VBA skills
- Fluent English is mandatory. French or Japanese would be a plus.
- Has working VISA in Japan
- Strong analytical and conceptual skills, good IT knowledge and clear and precise presentation and reporting skills;
- Detailed oriented and ability to work independently;
[Preferred Knowledge, Skills and Abilities]
- Market risk or product control experience
- Knowledge of financial products
- Knowledge of trading systems
- A previous training experience in a Bank is a plus
Monday to Friday
[Length of contract]
~ 1 year
5 Million yen ~ 9 Million yen
(Experiences and skills will be considered)
※Please click "apply" if you are interested in the job.
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Further details about the company and position will be notified at a later date.