Model Validation (Quantitative Finance)

This role is in the Risk Management Department and focuses on quantitative model validation. Responsibilities include validating fair-value models, preparing reports, presenting validation results, validating risk-measurement models, and strengthening group-wide model risk management frameworks.

The position involves working with overseas offices, discussing validation matters with quantitative analysts, and preparing validation plans. The role is described as suitable for a mid-level professional through team-leader position.

Applicants must have approximately three years of experience in model validation or model development at a financial institution. Required knowledge includes financial engineering, statistical analysis, and financial products. Programming skills in one or more of Python, C++, R, SAS, and VBA are required, together with communication skills for working with relevant stakeholders.

Preferred qualifications include research in financial engineering or statistical mathematics in a science-related master's or doctoral program; knowledge of machine learning and natural language processing; experience developing AI or machine-learning models; the ability to interpret validation results and model impacts from a business perspective; and experience participating in projects involving coordination among multiple stakeholders. Business-level English communication ability is also listed as a preferred skill.

The employment type is permanent full-time. Working hours are 8:40 to 17:10 with a one-hour break. Holidays include a two-day weekend system with Saturdays and Sundays, public holidays, and year-end and New Year holidays. Annual paid leave is 17 to 23 days, prorated for mid-year hires, with hourly paid leave and nursing, maternity, and childcare leave systems. The workplace is in Marunouchi, Chiyoda-ku, Tokyo. Salary is negotiable and details are provided during the interview. Smoking is prohibited during working hours.