Key Responsibilities
- Overseeing and managing market risk for relevant equities portfolios in line with local and Group risk policies, ensuring risks are identified, understood, captured, reported, escalated, and managed within risk appetite; and serving as a member of the relevant Risk Management team to support holistic equities risk management alongside the CRO function;
- Ensuring timely VaR sign off, accuracy of key risk metrics, and integrity of risk reporting; managing capital and liquidity constraints set by the (Board) within mandate; and ensuring robust pre and post trade risk controls across equities portfolios.
- Monitoring,and reviewing large and complex transactions under the pre trade approval framework; providing effective second line review and challenge of equities trading activities, and driving market risk projects to enhance risk frameworks, analytics, and controls.
- Liaising with senior management, audit, and regulators; supporting the local CRO and relevant stakeholders as required; and leading or supporting regulatory deep dives and responses.
- Developing and owning reverse stress testing frameworks for equities portfolios, identifying risk “white space” and previously unidentified vulnerabilities; driving exploratory analysis and discovery led risk assessment techniques; and actively adopting new methodologies, data, and analytical approaches to surface emerging, non obvious, or tail risks not captured by existing stress, scenario, or limit frameworks.
- Establish a Liquidity Risk Management function as the 2nd line of defense (2LoD) working closely with Treasury (the 1st line of defense) and other key stakeholders to identify and actively manage key liquidity and funding risks
- Provide independent review and challenge of liquidity risk models, methodologies, and frameworks including the internal liquidity stress test model, Cash Capital analysis, Contingency Funding Plan, limits, and other reporting
Experience and Qualifications
- 10+ years of relevant experience across market risk and liquidity risk within a financial institution.
- Recent experience in equity market risk management in a financial institution is critical.
- Degree-level education in a quantitative or finance-related discipline with strong analytical skills; Working knowledge of SQL, Python, VBA, or Power BI
- Deep understanding of equity products, particularly equity derivatives, equity-linked derivatives, and swaps
- Exposure to key liquidity risks including funding maturities, the impact on cash of a market shock, and other liquidity risks inherent in the equities business
- Strong understanding of quantitative and qualitative risks impacting derivatives and financing businesses, including cross-market and counterparty risk
- Extensive Knowledge of Japanese regulatory environment and working knowledge of other regulatory regimes for large, complex financial institutions
- Fluent Japanese and English speaker (English will be the primary business language)
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.
At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.
Jefferies is an equal employment opportunity employer, and takes affirmative action to ensure that all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with disabilities, as required by applicable law.
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