Market Data & Risk Analytics Consultant (Japan Markets) - Crisil in London

We are looking for an experienced Market Data & Risk Analytics Consultant to support initiatives across market conventions, data modelling, and data quality governance, with a strong focus on Japanese financial markets. You will be working with a large investment banking client.

The role works at the intersection of Market Data, Data Modelling, and Risk Analytics, ensuring that Japan-specific market standards are correctly interpreted and implemented across risk systems, pricing engines, and downstream processes. The role will also contribute to market data control and governance programs spanning market risk and counterparty risk.

• Japanese Market Conventions & Data Modelling: Analyse, document, and validate Japanese market conventions across equities, fixed income, FX, and derivatives, including pricing, settlement, and calendar rules. Ensure these conventions are accurately reflected in market data feeds, reference data models, and risk analytics, working closely with local market participants where required.
• Data Integration & Risk Analytics Enablement: Support configuration, testing, and integration of market data for Japan-specific instruments across risk and pricing platforms. Contribute to the development and implementation of risk analytics for Japanese markets, including construction of risk factor time series, proxy modelling, option pricing (vanilla and light exotics), VaR / stress‐VaR, scenario analysis, stress testing, and P&L attribution.
• Market Data Quality, Controls & Governance: Act as a subject‐matter contributor to market data control frameworks, supporting data quality operations and governance across market and counterparty risk. Help define golden sources, implement control processes in target architectures, and develop data standards, metrics, reporting, and supporting documentation aligned to firm‐wide best practices.
• Technical Enablement & Automation: Develop and maintain Python‐based automation for data quality checks, controls, and monitoring. Support advanced control frameworks and dashboards, including use of AI/ML techniques for anomaly detection and predictive insights, and assist with integration of market data into pricing and risk engines.
• Stakeholder & Regional Collaboration: Act as a bridge between front office, risk, technology, and data teams, and liaise with Japanese counterparties and regional stakeholders to ensure consistent interpretation and application of market standards.

• Japanese Market Expertise: Strong understanding of Japanese financial markets, including local conventions, trading practices, and regulatory context. Prior experience working with Japanese banks, exchanges, or financial institutions is preferred.
• Risk & Analytics Knowledge: Solid grounding in risk analytics and market risk concepts, including Greeks, VaR, stress testing, volatility calibration, and derivative trade data, particularly for equity and equity derivatives.
• Market Data & Data Governance: Experience working with market data platforms, risk systems, and data architectures, with hands‐on exposure to data quality controls, governance frameworks, and regulatory‐driven data initiatives.
• Technical Skills: Strong Python skills, with experience building automation or analytics solutions for market data or risk use cases. Familiarity with AI/ML applications for data analytics or control automation is a plus.
• Communication & Stakeholder Management: Strong communication and coordination skills, with the ability to work across technical and business teams. Fluent English required; Japanese language capability is a strong advantage.

Benefits: Competitive compensation, comprehensive benefits package, and opportunities for career growth within a leading global financial institution.