Job Specifications
Role Overview
We are seeking an experienced Quantitative Risk Analyst; market data and risk analyst to support initiatives around market conventions, data modelling, and data quality governance, with a strong emphasis on the Japanese financial markets. This role will bridge collaboration between the Market Data team, Data Modelling team, and Equity Risk Analytic function, ensuring accurate interpretation and implementation of market standards across systems and processes. Additionally, the role will contribute to risk market data control programs, focusing on data quality operations and governance across market risk and counterparty risk.
Key Responsibilities
Market Convention Expertise
Analyze and document Japanese market conventions for equities, fixed income, FX, and derivatives.
Validate pricing, settlement, and calendar rules with Japanese banks and local market participants.
Data Integration & Modelling
Ensure conventions are correctly reflected in data feeds and risk models.
Support configuration and testing of market data systems for Japan-specific requirements.
Risk Analytics
Develop and implement robust risk analytics solutions for Japan market instruments, with a focus on equity listed market and equity derivatives, including:
Risk factor level time series construction and proxy modeling
Option pricing (vanilla and light exotics)
Value-at-Risk (VaR) and stress-VaR (sVaR) calculation
Scenario analysis and stress testing
Profit-and-Loss Attribution (PLA) testing
Data Quality Control & Governance
Act as SME and liaise with front office, technology, and risk managers to improve data governance framework.
Leverage on Jefferies best control practices to handle Japanese market.
Define golden source of market data and implement control processes in target infrastructure.
Develop data standards, metrics, and reporting approaches; maintain policy documentation.
Technical Development
Develop and maintain Python-based automation and AI-driven tools for advanced data quality controls.
Design and implement advanced control frameworks and monitoring dashboards leveraging AI/ML for anomaly detection and predictive analytics.
Support integration of market data into pricing and risk engines.
Stakeholder Collaboration
Act as a liaison between internal teams and external Japanese counterparties.
Required Qualifications
Experience with Japanese Financial Markets
Strong understanding of local market conventions, trading practices, and regulatory environment.
Prior work experience with Japanese banks or financial institutions is preferred.
Technical Skills
Proficiency in Python and experience with AI/ML applications for data analytics and control automation.
Familiarity with market data platforms, risk systems, and data architecture.
Risk Management Knowledge
Solid understanding of Greeks, VaR, Stress Testing, volatility calibration, and derivative trade data.
Data Governance Expertise
Experience in data quality business process improvement and complex regulatory projects.
Ability to define data standards and implement control frameworks.
Communication
Fluent in English; Japanese language proficiency is a strong plus.
Excellent presentation and stakeholder management skills.
Who We Are
Our Expertise
We provide high-impact consulting across five key domains:
Quantitative Finance — Model design, implementation and validation.
Risk & Regulatory — Risk frameworks and regulatory transformation.
Data & AI — Data optimisation and AI adoption with strong governance.
Digital & Technology — Cloud, engineering, automation and digital solutions.
Transformation — Change management and large-scale delivery programmes.
Our Commitment
Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.
We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.
About the Company
Welcome to Quanteam UK – Your trusted partner in consulting dedicated to financial services Since 2010, Quanteam UK has been providing its expertise in consulting to the UK’s Financial Services, Fintechs and Insurance sectors. We collaborate with top-tier institutions—including investment and corporate banks, asset managers, hedge funds, brokers, wealth managers, and insurers—to deliver transformative and innovative solutions. Our core expertise At Quanteam UK, we bring deep consultancy expertise across five critical domain...
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