Market Risk Analyst - Securities Company

Location: Tokyo, Japan
Job Type: 契約
Salary ¥5000000.00 - ¥9000000.00 per annum
Specialization: 銀行・金融・保険
Sub-specialization クレジット / 市場リスク
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お問合せ Yoosun Jang
参照 JO-2005-440592
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[Company Description]
Global Securities Company

[Responsibilities]

  • 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.

[Requirements]

  • 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

[Employment Type]
Direct contract

[Work location]
Tokyo

[Working days]
Monday to Friday

[Length of contract]
~ 1 year

[Salary]
5 Million yen ~ 9 Million yen
(Experiences and skills will be considered)


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