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Role Overview We are seeking an experienced market data and risk analyst to support initiatives around market conventions, data modelling, and data quality governance, with a strong emphasis on the Japanese financial markets. This role will bridge collaboration between the Market Data team, Data Modelling 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 & Modelling 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 modelingOption pricing (vanilla and light exotics)Value-at-Risk (VaR) and stress-VaR (sVaR) calculationScenario analysis and stress testingProfit-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 con