Senior Model Risk Management

Job Description

A leading Japanese corporate & investment bank is searching for a senior model risk management officer Director/VP

Roles/Responsibilities

• Unique opportunity to join a leading institution within their model risk management team as a senior member
• Responsibilities include general model risk work with an emphasis on quantitative & qualitative analysis and market value evaluation models
• Knowledge to solve stochastics differential equations and knowledge of deep derivative pricing mechanisms like SBER model application
• Routine automation of operations within model risk management but also including other model categories
• Collaboration with teams overseas, regarding operations overall within model risk management
• Must be located within Japan or have a valid work visa

Required skills

• 3+ years experience in modeling within the financial industry (quant. skills/price modeling)
• Have knowledge of financial products
• Have knowledge of risk management

Preferred skills

• Must have high proficiency using Excel / VBA

Personal Attributes

• Japanese: Conversational
• English: Fluent/Native

About our client
A well established Japanese securities firm. They offer competitive remuneration and flexible working arrangements, with good career progression prospects and international mobility options.

Morgan McKinley Asia Pac is acting as an Employment Agency in relation to this vacancy.