Vice President/Director, Financial Engineer, Tokyo Jobs, Japan

Company overview

Markit is a leading, global financial information services company with over 2,300 employees. The company provides independent data, valuations, risk analytics and trade processing across all asset classes in order to enhance transparency, reduce risk and improve operational efficiency. Its client base includes the most significant institutional participants in the financial market place. For more information, please see www.markit.com.

Markit Analytics provides the world’s leading financial organisations with risk solutions, including market risk, counterparty risk and CVA. With the advanced vectorised technology of its engine, Markit Analytics’ solutions perform highly complex, large-scale calculations at unparalleled speed with unmatched accuracy. From intraday portfolio analysis to rapid implementation of new models and financial instruments, our technology allows industry leaders to stay ahead of both the market and the competition.

   Department

Markit Analytics

Department overview

Markit Analytics provides the world’s leading financial organizations with risk solutions, including market risk, credit risk, CVA, Solvency II.   With the advanced vectorized technology of its engine, Markit Analytics’ solutions perform highly complex, large-scale calculations at unparalleled speed with unmatched flexibility, transparency and accuracy.

Position summary

Markit Analytics are looking for a graduate with programming experience who wants to learn about financial risk modelling. The position is within a team that covers a large range of asset classes and risk management methodologies and will enable the incumbent to gain broad experience in a highly demanding business environment.

The role requires strong mathematical and problem solving capabilities, together with excellent team working and interpersonal skills. The latter are particularly important as a lot of time is spent working at a client site alongside other members of the team.

Whilst a basic knowledge of the financial markets products would be beneficial, it is not a prerequisite since the successful candidate will learn this on the job.

• Business analysis and requirements gathering for various areas, including market and credit risk.

• Problem solving; turning requirements into solutions.

• Building pricing models and risk measures.

• Providing model validation support for pricing, simulation and risk analytics models.

• Troubleshooting and refining deployed solutions.

• Fluent Japanese speaker.

Business competencies

Education and experience

• A degree in a scientific discipline, such as Mathematics, Computer Science, Physics, Engineering or Financial Mathematics.

• Experience using Matlab or Maple (or similar) or C++ (or another OO language).

• Experience of gaining a qualification or working within Japan is a distinct advantage.

Commercial awareness

• Interest, ability and initiative to learn about new financial instruments and risk analysis methods.

• Rudimentary understanding of financial markets products an advantage.

Management requirements

• Able to self-manage on a daily basis, both remotely and at client-sites.

Personal competencies

Personal impact

• Capable of working effectively in a fast-paced business environment, managing multiple tasks and deadlines.

• Adept at building and maintaining trusted and respected relationships with clients and colleagues at all levels.

• Self-starter.

Communication

• Highly proficient communication skills, both written and oral.

• Fluent Japanese and English language skills are essential.

Teamwork

• Able to positively engage with, and contribute to, the wider global team.

• Willing to work occasional evenings and/or weekends to accommodate client deadlines and time-zone differences.