- Company Name
- Jefferies
- Job Title
- Market Data & Risk Analytics Consultant
- Job Description
-
Job Title: Market Data & Risk Analytics Consultant
Role Summary:
Contractual engagement supporting market conventions, data modeling, and data quality governance for Japanese financial markets. Acts as the interface between Market Data, Data Modeling, and Equity Risk Analytics functions, ensuring market standards are accurately represented in risk models and data systems and that robust risk analytics tools are developed and maintained.
Expectations:
- Minimum of 5 years’ experience in market data or risk analytics with a strong focus on Japanese equity, fixed‑income, FX and derivatives markets.
- Proven ability to design and implement data governance frameworks, data quality controls, and AI‑driven monitoring dashboards.
- Strong communication and stakeholder‑management skills to liaise with front‑office teams, technology, risk managers, and Japanese counterparties.
- Demonstrated delivery of risk analytics solutions (VaR, stress testing, option pricing, PLA) for Japan‑specific instruments.
Key Responsibilities:
• Analyse and document Japanese market conventions for equities, bonds, FX, and derivatives.
• Validate pricing, settlement, and calendar rules with banks and market participants.
• Integrate conventions into data feeds and risk models, supporting configuration and testing of Japan‑specific data systems.
• Develop and implement risk analytics solutions for equity listed market and equity derivatives, including factor‑level time‑series, option pricing, VaR/sVaR, scenario analysis, and PLA testing.
• Act as SME on data governance, defining golden sources, control processes, data standards, metrics, and reporting.
• Design, develop, and maintain Python‑based automation and AI/ML tools for advanced data quality controls, anomaly detection, and predictive analytics.
• Support integration of market data into pricing and risk engines.
• Serve as liaison between internal teams and external Japanese counterparties, ensuring alignment on data quality and market standards.
Required Skills:
• Proficiency in Python and experience with AI/ML for data analytics and control automation.
• In-depth knowledge of Japanese market conventions, trading practices, and regulatory requirements.
• Strong background in risk management: Greeks, VaR, stress testing, volatility calibration, and derivative trade data.
• Experience with market data platforms, risk systems, and data architecture.
• Data governance expertise: quality improvement, regulatory projects, definition of data standards, control frameworks.
• Fluency in English; Japanese language proficiency is highly desirable.
• Excellent presentation, stakeholder management, and project communication skills.
Required Education & Certifications:
• Bachelor’s degree or higher in Finance, Economics, Statistics, Computer Science, or related field.
• Professional certifications such as CFA, FRM, or equivalent are preferred but not mandatory.