Join a global asset-backed energy trading firm as a Quantitative Risk Analyst supporting sophisticated market and credit risk management initiatives. This is a rare opportunity to build advanced quantitative models within the energy trading and investment banking sector, managing exposure across LNG, coal, and power markets. You will work in an international environment, contributing directly to pricing accuracy, risk control, and strategic decision-making in Japan and global markets.
Key Responsibilities
- Design and maintain advanced market risk models including VaR, Expected Shortfall, and stress testing to ensure accurate exposure measurement.
- Develop and enhance stochastic pricing models using mean-reversion, stochastic volatility, and multi-factor frameworks for complex derivatives.
- Strengthen credit risk methodologies by implementing models for PFE, EPE, and collateralization across asset classes.
- Build and optimise quantitative infrastructure by coding production-ready models and data pipelines in Python or C++ in collaboration with global teams.
- Provide expert valuation analysis for power, gas, and commodity products, advising on pricing strategies and risk limits.
- Prepare detailed technical documentation to support internal validation, audits, and regulatory compliance.
Required Skills and Qualifications
Experience:
- 5-8+ years of quantitative modeling experience within financial institutions, energy trading, or commodities markets.
- Strong background in risk methodologies including VaR, stress testing, Monte Carlo simulations, and derivative pricing models.
- Master's or PhD in Mathematics, Physics, Engineering, Quantitative Finance, or a related highly quantitative field.
- Advanced proficiency in Python and database systems, with production-level coding capability in C++ or Java.
Soft Skills:
- Strong analytical and problem-solving abilities in complex market environments.
- Ability to work independently while collaborating effectively within local and regional teams.
- Clear communication skills to explain quantitative concepts to business stakeholders.
Language Requirements:
- Japanese: Business level
- English: Business level
Preferred Skills & Qualifications
- Knowledge of energy markets and products such as LNG, coal, and power.
- Experience in structured trading environments or asset-backed trading platforms.
- Familiarity with regulatory model validation and risk governance frameworks.
About the Company
Our client is a global energy trading firm managing one of the world's largest and most diversified seaborne energy portfolios. Operating through an asset-backed model across LNG, coal, and power markets, the company combines quantitative sophistication with physical market expertise. With continued expansion in Japan and overseas, they offer an international and growth-oriented environment for risk professionals.
Why You'll Love Working Here
- Competitive compensation package
- Opportunity to work on advanced quantitative risk models in global energy markets.
- International team with expanding operations in Japan.
- Flexible work environment including remote work and flex time.
- Casual office culture with strong exposure to global trading operations.
Don't Miss Out - Apply Now!
