Market Data & Risk Analytics Consultant - Quanteam

External

Efinancialcareers · London, UK

Full-timeOn-siteToday

DocumentationProcess ImprovementPythonRisk ManagementStakeholder Management

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About the role

Our Expertise We provide high-impact consulting across five key domains: Quantitative Finance - Model design, implementation and validation. Risk & Regulatory - Risk frameworks and regulatory transformation. Data & AI - Data optimisation and AI adoption with strong governance. Digital & Technology - Cloud, engineering, automation and digital solutions. Transformation - Change management and large-scale delivery programmes. Our Commitment Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.

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 - Quanteam

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Responsibilities

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