転職・求人情報の詳細をご覧になる場合は会員登録（無料）が必要です
Senior Risk Quantitative Analyst（Japanese Power）
年収：800万 ～ 1300万
採用企業案件
株式会社JERAグローバルマーケッツ
-
- 資本金9,875百万円
- 会社規模非公開
- 電力・ガス・水道
| 部署・役職名 | Senior Risk Quantitative Analyst（Japanese Power） |
|---|---|
| 職種 | |
| 業種 | |
| 勤務地 | |
| 仕事内容 |
About the Company JERA Global Markets Co., Ltd. (GMJ) is a member of JERAGM group. GMJ is a leading utility-backed Japanese power trader. JERA Global Markets Pte. Ltd. (JERAGM) in Singapore is a joint venture between majority shareholder JERA Co., Inc. and EDF Trading Ltd, JERAGM’s shareholders are among the world’s major utilities. JERAGM operates one of the most exciting energy portfolios in the world which gives it an in-depth understanding of the way local, regional and international energy markets behave. Our in-depth knowledge and market insights enable us to capture trading opportunities, optimize portfolios, create value and enhance security of supply for our customers. The Japanese power market is a uniquely vibrant market where the 2016 liberalization of the market marked a pivotal transition towards increased opportunities and expanded service offerings for customers. In April 2025, JERA Co., Inc. and EDF Trading Ltd integrated their respective Japanese power trading businesses into JERA Global Markets, the exclusive fuels optimizer and joint venture of both companies. Position Description The Senior Risk Quantitative Analyst (“Senior Risk Quant”) is responsible for developing, maintaining, and enhancing quantitative models that support market risk, credit risk, and valuation functions. The role requires strong quantitative skills, deep product knowledge, hands-on programming capability, and the ability to communicate insights to both technical and non-technical stakeholders. The analyst will serve as a subject-matter expert in model methodology, validation, scenario design, and risk analytics infrastructure. Key Role Responsibilities The responsibilities of this role include, but not limited to: 1. Risk Modelling & Analytics •Calibrate, maintain and develop market risk models including VaR, Expected Shortfall, stress testing, PFE/EPE, exposure simulations, and scenario analytics. •Build stochastic models for pricing and risk e.g., mean-reverting processes, stochastic volatility, multi-factor models, and correlation structures. •Enhance and implement credit exposure models for derivatives (CSA, collateralization, netting sets, WWR). •Monitor and improve the performance, stability, and accuracy of existing models. 2. Product & Market Expertise •Provide quantitative expertise in derivatives valuation across asset classes (e.g., power, gas, commodities, FX, rates). •Analyse new products, structured trades, and optionality to determine appropriate pricing and risk methodologies. •Interpret market behavior and communicate implications for risk exposures and valuations. 3. Quantitative Infrastructure Development •Implement models in production systems using Python, C++, or similar languages. •Build robust data pipelines, calibration frameworks, and regression tests. •Work closely with IT and overseas Quant team to ensure seamless integration of models and curves. 4. Governance, Documentation, and Validation •Prepare detailed model documentation including methodology, assumptions, limitations, and model risk. •Support model validation processes, internal audits, and regulatory reviews. 5. Cross-Functional Collaboration •As a member of the Quant Risk team, collaborate closely with other risk teams and cross-functional partners (e.g., IT) to resolve modelling issues. •Provide quantitative support for risk committees, limit setting, and senior management reporting. •Communicate findings and recommendations clearly through presentations and written analysis. |
| 労働条件 |
契約期間：期間の定めなし 試用期間：あり（6カ月） 就業時間：9:00～17:40（休憩1時間） ※フレックスタイム制 コアタイムなし 就業場所：東京 ※業務の必要により、東京、名古屋、海外拠点（欧米・アジア・豪州等）などに出向等を行うことがある 休日 ：土日、祝日、年末年始（12/31-1/3） 休暇 ：年次有給休暇（入社時に初年度最大20日 入社月によって按分）、 夏季休暇/忌服休暇/学習・試験休暇/結婚休暇/出産休暇/生理休暇/子の看護等休暇/介護休暇/裁判員休暇/病気休暇 残業 ：あり 給与改定：年1回 通勤手当：会社規定に基づき支給（上限月額15万円） 社会保険：健康保険、厚生年金、労災保険、雇用保険 受動喫煙防止措置：屋内禁煙 |
| 応募資格 |
【必須（MUST）】 Language•Fluency in English (spoken and written) is Mandatory required. •Fluency in Japanese (spoken and written) is Mandatory required. Technical Skills •Strong understanding of stochastic calculus, probability theory, numerical methods. •Hands-on experience in the development of quantitative and analytical models, including pricing, risk measurement, and P&L calculations in fixed income, FX, and credit businesses. •Proficiency in Python, databases (e.g., MySQL/SQLite) and preferably C++/Java for production deployment. •In-depth knowledge of risk management methodologies such as VaR, portfolio optimisation, and stress testing. •Experience with Monte Carlo simulation, PDE methods, and optimization techniques. •Familiarity with market data sources and historical calibration pipelines. Education & Experience •Master’s or PhD in Quantitative Finance, Mathematics, Physics, Engineering, or related field. •5 - 8+ years of quantitative/modelling experience in a financial institution or trading environment. •Strong communication skills with the ability to interact directly with global teams and support functions; proficiency in both English and Japanese is required. •Experience with commodities or power markets is highly valued (if relevant). 【歓迎（WANT）】 •Knowledge of XVA, counterparty credit, and collateral modelling.•Experience with energy markets (power, gas, LNG) and physical/financial products. •Familiarity with risk systems like Endur, Murex or in-house platforms. •Ability to prototype and scale models efficiently. |
| 受動喫煙対策 | 屋内禁煙 |
| 更新日 | 2025/12/24 |
| 求人番号 | 6414759 |
採用企業情報
- 株式会社JERAグローバルマーケッツ
-
- 資本金9,875百万円
- 会社規模非公開
- 電力・ガス・水道
-
会社概要
【設立】2022年4月22日
【代表者】遠藤 久樹
【資本金】9,875,000,000円
【本社所在地】東京都中央区日本橋1丁目4番1号
【事業内容】
■電気事業
■電力、発電燃料、為替等のデリバティブ取引
■前各号に付帯関連する一切の事業
転職・求人情報の詳細をご覧になる場合は会員登録（無料）が必要です