Join a global financial technology and capital markets infrastructure provider as a Senior Quantitative Risk & Solutions Specialist, combining deep expertise in OTC derivatives, quantitative risk analytics, and financial engineering with direct institutional client engagement.
In this highly visible role, you will work with sales teams, quantitative professionals, and institutional market participants to deliver sophisticated risk solutions covering VaR, Initial Margin (IM), XVA, derivatives valuation, and portfolio analytics. You will lead technical pre-sales engagements, advise client quant and risk teams, troubleshoot complex calculations, and translate market requirements into practical solutions.
This is an excellent opportunity for an experienced quantitative risk professional to combine technical expertise with client-facing responsibilities while developing toward senior leadership or strategic commercial roles in global capital markets.
Key Responsibilities
- Lead high-value pre-sales engagements, technical demonstrations, and pilot projects, partnering with sales teams to present sophisticated risk analytics to institutional financial clients.
- Serve as a senior technical authority on OTC derivatives, financial engineering, curve behaviour, VaR, Initial Margin, XVA, and portfolio risk analytics.
- Consult directly with institutional market participants to understand complex OTC derivatives portfolios and translate business and quantitative requirements into effective technical workflows.
- Act as a key escalation point for advanced client support issues, investigating calculation results, trade metrics, valuation outputs, and risk analytics.
- Maintain and optimize demonstration environments to showcase advanced quantitative risk capabilities to prospective and existing clients.
- Provide market and client feedback to product teams, helping shape product development priorities and future risk analytics capabilities.
- Perform technical configurations, portfolio analysis, and solution setup to support complex institutional client onboarding.
Required Skills and Qualifications
Experience:
- Minimum of 5 years' experience in capital markets, quantitative risk management, financial engineering, derivatives analytics, or a related quantitative function.
- Strong expertise in OTC derivative products, valuation methodologies, and sophisticated financial risk metrics.
- Practical knowledge of quantitative risk methodologies including Value at Risk (VaR), Initial Margin (IM), and XVA.
- Experience gained within a financial technology/vendor environment, investment bank, institutional trading desk, or other capital markets organization.
- Strong technical proficiency with financial data and analytics tools; practical Python programming experience is highly valued.
- Experience analyzing complex portfolios and translating institutional requirements into technical solutions or workflows.
Soft Skills:
- Strong analytical and consultative mindset with a structured approach to solving complex quantitative and institutional client challenges.
- Excellent stakeholder management and presentation skills, with the ability to explain sophisticated mathematical and financial concepts to senior risk professionals and quantitative teams.
- Strong client-facing capabilities with confidence supporting pre-sales, technical consultations, and complex solution discussions.
- Ability to collaborate effectively across sales, product, quantitative, technical, and international teams.
Language Requirements:
- Japanese: Native / Fluent level.
- English: Intermediate to Business level for professional cross-border collaboration.
Preferred Skills & Qualifications
- Hands-on experience with Python for quantitative analysis, financial modelling, or workflow automation.
- Deep knowledge of OTC derivatives pricing, yield curves, valuation models, margin methodologies, and counterparty risk.
- Experience working directly with institutional clients, quantitative analysts, risk officers, or trading teams.
- Background in technical pre-sales, solutions consulting, product specialist, or client-facing quantitative roles.
- Experience with post-trade risk analytics, portfolio optimization, or capital markets technology platforms.
About the Company
Our client is a global financial technology leader providing essential infrastructure to major participants across international capital markets.
Its technology and analytics solutions help institutional clients streamline complex workflows, manage financial risk, and optimize portfolios across global markets. Combining advanced quantitative capabilities with deep capital markets expertise, the organization provides an international environment where professionals collaborate with leading financial institutions, quantitative teams, and market specialists.
Why You'll Love Working Here
- Competitive compensation of ¥14M-¥17M.
- Develop deep expertise in OTC derivatives, quantitative risk, VaR, Initial Margin, XVA, and post-trade analytics.
- Work directly with sophisticated institutional clients, senior risk professionals, and quantitative teams.
- Combine quantitative expertise with pre-sales, solutions consulting, and client advisory responsibilities.
- Build a career within a global FinTech organization with pathways toward leadership or strategic commercial positions.
- Collaborate with international teams in a highly technical and intellectually challenging environment.
- Benefit from hybrid/remote working, flextime, and minimal overtime.
Don't Miss Out - Apply Now!
