At a Glance
- Tasks: Analyse Japanese market data and develop risk analytics solutions for financial instruments.
- Company: Join a leading financial institution with a focus on innovation and collaboration.
- Benefits: Competitive salary, flexible working options, and opportunities for professional growth.
- Other info: Collaborative environment with strong emphasis on data quality and governance.
- Why this job: Make an impact in the dynamic world of finance while working with cutting-edge technology.
- Qualifications: Experience in Japanese financial markets and proficiency in Python required.
The predicted salary is between 60000 - 80000 £ per year.
We are seeking an experienced market data and risk analyst to support initiatives around market conventions, data modelling, and data quality governance, with a strong emphasis on the Japanese financial markets. This role will bridge collaboration between the Market Data team, Data Modelling team, and Equity Risk Analytic function, ensuring accurate interpretation and implementation of market standards across systems and processes. Additionally, the role will contribute to risk market data control programs, focusing on data quality operations and governance across market risk and counterparty risk.
Key Responsibilities
- Market Convention Expertise
- Analyze and document Japanese market conventions for equities, fixed income, FX, and derivatives.
- Validate pricing, settlement, and calendar rules with Japanese banks and local market participants.
- Data Integration & Modelling
- Ensure conventions are correctly reflected in data feeds and risk models.
- Support configuration and testing of market data systems for Japan-specific requirements.
- Risk Analytics
- Develop and implement robust risk analytics solutions for Japan market instruments, with a focus on equity listed market and equity derivatives, including:
- Risk factor level time series construction and proxy modeling.
- Option pricing (vanilla and light exotics).
- Value-at-Risk (VaR) and stress-VaR (sVaR) calculation.
- Scenario analysis and stress testing.
- Profit-and-Loss Attribution (PLA) testing.
- Data Quality Control & Governance
- Act as SME and liaise with front office, technology, and risk managers to improve data governance framework.
- Leverage on Jefferies best control practices to handle Japanese market.
- Define golden source of market data and implement control processes in target infrastructure.
- Develop data standards, metrics, and reporting approaches; maintain policy documentation.
- Technical Development
- Develop and maintain Python-based automation and AI-driven tools for advanced data quality controls.
- Design and implement advanced control frameworks and monitoring dashboards leveraging AI/ML for anomaly detection and predictive analytics.
- Support integration of market data into pricing and risk engines.
- Stakeholder Collaboration
- Act as a liaison between internal teams and external Japanese counterparties.
Required Qualifications
- Experience with Japanese Financial Markets.
- Strong understanding of local market conventions, trading practices, and regulatory environment.
- Prior work experience with Japanese banks or financial institutions is preferred.
Technical Skills
- Proficiency in Python and experience with AI/ML applications for data analytics and control automation.
- Familiarity with market data platforms, risk systems, and data architecture.
Risk Management Knowledge
- Solid understanding of Greeks, VaR, Stress Testing, volatility calibration, and derivative trade data.
Data Governance Expertise
- Experience in data quality business process improvement and complex regulatory projects.
- Ability to define data standards and implement control frameworks.
Communication
- Fluent in English; Japanese language proficiency is a strong plus.
- Excellent presentation and stakeholder management skills.
Market Data & Risk Analytics Consultant employer: NCSL International
As a Market Data & Risk Analytics Consultant at our firm, you will thrive in a dynamic and collaborative work environment that values innovation and expertise in the Japanese financial markets. We offer competitive benefits, a strong focus on employee development, and opportunities to engage with leading professionals in the industry, all while enjoying the vibrant culture of Japan. Join us to make a meaningful impact in risk analytics and data governance, where your contributions will be recognised and rewarded.
StudySmarter Expert Advice🤫
We think this is how you could land Market Data & Risk Analytics Consultant
✨Tip Number 1
Network like a pro! Reach out to professionals in the Japanese financial markets on LinkedIn or at industry events. We can’t stress enough how valuable personal connections can be in landing that dream job.
✨Tip Number 2
Prepare for interviews by brushing up on your knowledge of market conventions and risk analytics. We recommend practising common interview questions and scenarios related to the role, so you can showcase your expertise confidently.
✨Tip Number 3
Don’t just apply anywhere; focus on companies that align with your skills and interests. Use our website to find roles that match your experience in data quality governance and risk analytics, especially in the Japanese market.
✨Tip Number 4
Follow up after interviews! A quick thank-you email can go a long way in keeping you top of mind. We suggest mentioning something specific from your conversation to show your genuine interest in the role.
We think you need these skills to ace Market Data & Risk Analytics Consultant
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the Market Data & Risk Analytics Consultant role. Highlight your experience with Japanese financial markets and any relevant technical skills, like Python or AI/ML applications. We want to see how your background aligns with what we're looking for!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about this role and how your skills can contribute to our team. Don't forget to mention your understanding of local market conventions and risk management knowledge – we love that stuff!
Showcase Your Technical Skills:Since this role involves a lot of technical work, make sure to showcase your proficiency in Python and any experience with data quality controls. If you've developed any tools or frameworks, let us know! We’re keen on seeing your innovative side.
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates. Plus, it’s super easy – just a few clicks and you’re done!
How to prepare for a job interview at NCSL International
✨Know Your Market Conventions
Make sure you brush up on Japanese market conventions for equities, fixed income, FX, and derivatives. Being able to discuss these in detail will show your expertise and understanding of the local market, which is crucial for this role.
✨Showcase Your Technical Skills
Be prepared to talk about your experience with Python and any AI/ML applications you've worked on. Highlight specific projects where you've developed automation tools or advanced data quality controls, as this will demonstrate your technical prowess.
✨Understand Risk Analytics
Familiarise yourself with key concepts like Value-at-Risk (VaR), stress testing, and profit-and-loss attribution. Be ready to explain how you've applied these concepts in previous roles, as this will be a significant part of the job.
✨Communicate Effectively
Since this role involves liaising with various stakeholders, practice articulating your thoughts clearly and confidently. If you have any proficiency in Japanese, don’t hesitate to mention it, as it could give you an edge in communication.
