Risk Analytics (Risk Management) : Job Level - Associate
JPY 5100K-7650K (estimate) Mid-level Full Time
Tasks
- Conduct risk analytics research and development
- Develop quantitative prototypes and production code
- Enhance risk analytics methodologies and tools
- Implement quantitative financial methods
- Perform back testing
- Perform model recalibration
- Perform scenario analysis
- Perform sensitivity analysis
- Perform stress testing
- Provide documentation for regulators and validators
- Test and implement quantitative models
- Validate models for regulatory exams
Perks/Benefits
- N/A
Skills/Tech-stack
Back Testing | Counterparty Credit Risk | Credit Risk | Derivatives pricing | Econometrics | Excel | Internal models | Internal models method | Mathematical Modeling | Monte Carlo | Monte Carlo Simulation | Numerical analysis | Optimization | Probability theory | Python | Risk Management | SQL | Scenario Analysis | Series analysis | Stochastic Calculus | Stress Testing | Time Series | Time Series Analysis
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Related jobs
-
Senior Penetration Testing Analyst JPY 7500K-9700KAPI Testing | Application Security | Burp Suite | Exploitation | Kali LinuxCharity and fundraising initiatives | Diversity and inclusion networks | Fitness competitions | Remote work flexibility | Volunteer daysSenior-level Full TimeJapan R6d ago
-
Specialist, Administration & Systems JPY 5530K-7650KADO | Alteryx | Data Mapping | Data extraction | GitMid-level Full TimeJapan, Tokyo6d ago
-
Senior Security Analyst JPY 8600K-10000KAWS | Azure | CISA | CISM | CISSPDisability insurance | Employee assistance program | Employee stock purchase program | Health coverage | Life insuranceSenior-level Full TimeTokyo, Japan9d ago
-
Market Risk (Risk Management) : Job Level - Associate JPY 4800K-7200KDatabases | Equity Derivatives | Excel | Financial markets | Limit settingEmployee benefits | Internal mobility | Professional developmentEntry-level Full TimeOtemachi Financial City, Japan17d ago
-
Risk Analytics (Risk Management) : Job Level - Associate JPY 5530K-8100KCounterparty Credit | Counterparty Credit Risk | Credit Risk | Derivative pricing | EconometricsMid-level Full TimeOtemachi Financial City, Japan17d ago
-
AI Risk | AI Risk Assessment | Business Process | Business process improvement | Data AnalysisMid-level Full TimeRakuten Crimson House, Japan1mo ago