WHR Global Consulting, a global talent solution provider is looking for a stellar candidate to fill the role of Credit Risk Data Analyst for its client based in Chiyoda-ku,Tokyo.

If you think you match the qualifications below APPLY NOW and one of our Senior Recruitment Consultants will call you for a remote interview.

This is for direct hiring and for a full-time role.

Duties:

- The following duties will be assigned to this position. Job Description Model development and data analysis for credit risk quantification (stress testing, predictive management, CVA, etc.)
- Develop models and analyze data related to credit risk quantification (stress testing, predictive management, CVA, etc.).
- Construction of models using machine learning, AI, etc., and their application to business operations.

Job Requirements:

- Must be a JPL Level N1, N2 or N3.
- Must be a foreigner currently residing in Japan
- Master's or PhD degree holder.
- Experience in credit risk quantification.
- The candidate should be able to analyze data (risk characterization, stress testing, predictive forecasting, derivative exposure measurement, etc.).
- The candidate should be able to understand and implement valuation models for derivatives, CVA, etc., that incorporate credit risk.
- Programming skills (C++, VBA) to implement valuation models.
- The candidate should be able to use SAS, R, Python, etc. for data analysis.
- The candidate should have the ability to perform data cleansing and other tasks with persistence. English proficiency is a plus (TOEIC score of 870 or above).

Candidates with attached CV and relevant experience will be considered for a phone interview.