仕事内容・ The Global Risk Analytics team is part of the Global Risk Platform Office under TheFinancial Group Risk Management Department. The Global Risk Analytics team is responsible for developing and enhancing risk methodologies on Market Risk and Counterparty Credit Risk as well as supervising their implementation for all entities (Tokyo, London, Amsterdam, Hong Kong, Singapore). It also provides the necessary oversight on effectiveness of the global risk operating model, ensuring that key risks aggregated are highlighted at the appropriate level.
・ The Risk Analytics team operates across multiple regions and work closely with the Global Technology Team located in London and Tokyo.
・ The primary purpose of the role is to help progress wide Business initiatives, both in the internal risk management and regulatory risk space.
・ Responsible for producing risk calculations to be implemented in the Global Risk Platform, to be consumed and utilised throughout the this companyGroup, to identify, quantify and communicate key risks.
・ Support the onboarding of new products and the change of upstream valuation system into the Global Risk Plateform.
・ Understand and communicate the risk metrics within the global risk platform, performing detailed analysis of the risk profile of each entity as and when required e.g. what-if, impact analysis.
・ Ensure future development in the form of requirements from all stakeholders are clearly understood and agreed globally, and prioritised by IT.
・Ensure IT solutions developed are fit for purpose and meet all the requirements through extensive testing.
・ Proactively participate in the global project to ensure the project deliverables to satisfy all global and local regulatory requirements.
経験・資格●言語
日本語(ネイティブレベル)、英語(ビジネスレベル)
●職種業界経験
・ Demonstrated experience in financial risk measurement models and risk analysis
・ Demonstrated experience in participating in risk system development or Front Office Pricing as a core member
・ Good understanding of Market Risk methodologies (Value-at-Risk, Stress Tests) as well as Securities and derivative products
・ Good understanding of financial calculations (e.g. curve and surface constructions etc.) and derivatives pricing models for both vanilla and Exotics on Fixed Income and Equity Assets
・ Good coding skills in both relational database queries e.g. SQL and an object-oriented language
・ Preferable to have experience programming in a data analysis language, Python
●資格
・ Masters Degrees in a numerate discipline or equivalent experience in Finance
勤務地
Recruiting No.
社名
事業内容
【東証プライム上場 メガバンク】 総合職（大企業法人営業担当）
【メガバンクグループの大手信託銀行】 株式戦略業務部 上場会社向け証券代行営業・IR/SRコンサル提案営業
プライム上場 創業130年の老舗化学品専門商社 リスク管理室
オルタナティブ市場成長の担い手として。個が経験を活かし、チームワークで価値を生み出す運用会社です。
大企業から中堅中小企業まで。 サステナビリティの視点で ビジネスの成長ストーリーを描く。
「成長の果実」を従業員の手に。 世界と日本で多くの企業が待ち望む、 新たな報酬制度の運用を支えたい。
世界のスタートアップに投資し、 中長期的な成長に伴走していく。 日本の農林水産業と、食料が育むいのち、 そして地域を元気にするために。
世界No.1の実績を持つM&A総合企業として、地方創生から日本の新たな成長を支え続けたい。未経験者も3年で高い成長実感が得られます。
長期融資、投資、アドバイザリー。3つの金融スキームを組み合わせ、世界へ飛躍する企業に伴走します。
