Skills

Communication Python Data Governance Risk Management Monitoring Stakeholder Management Architecture Data Architecture Process Improvement Analytics

Job Specifications

Role Overview

Jefferies is seeking an experienced contractor to support initiatives around market conventions, data modeling, and data quality governance, with a strong emphasis on the Japanese financial markets. This role will bridge collaboration between the Market Data team, Data Modeling team, and Equity Risk Analytic function, ensuring accurate interpretation and implementation of market standards across systems and processes. Additionally, the role will contribute to risk market data control programs, focusing on data quality operations and governance across market risk and counterparty risk.

Key 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 & Modeling
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.

About the Company

Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies and governments. More about our company can be found at www.jefferies.com. Know more