Quantitative Equity Risk Analyst
The Quantitative Equity Risk Analyst will develop and implement statistical models to measure and monitor equity portfolio risk for Millennium's Tokyo team. Collaboration with the broader Asia and global risk organization will be essential to produce actionable risk insights and reporting.
Skills required
About this role
About Millennium
Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors.
Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.
Meet the Team
Millennium’s Global Risk Management Department identifies, measures, monitors, manages and reports risk across the firm’s portfolios. The Tokyo-based team is part of the broader Asia and global risk organization, partnering with colleagues in Hong Kong and across the firm to support a rigorous, collaborative approach to market, credit and liquidity risk management.
What You'll Do
- Conduct quantitative assessments of equity portfolio management activities, with a focus on performance metrics and risk factors.
- Develop and enhance risk-analysis approaches that deepen insight and identify potential blind spots.
- Evaluate portfolio manager strategies and processes using quantitative and AI-driven methods.
- Design, build and implement visualization tools and AI and machine learning models to strengthen risk assessment and decision-making.
- Partner with technology teams to integrate code and AI-enabled processes into workflows, improving automation and productivity.
- Monitor market developments, particularly in Japanese equities, and assess their potential impact on investments.
- Translate market trends and quantitative insights into actionable risk-management perspectives.
- Participate in portfolio manager candidate evaluations and share knowledge and best practices across the global risk management team.
What You Bring
- 2 to 10 years of experience in a quantitative role applying analytical skills to financial markets.
- Proficiency in Python and SQL.
- A master’s degree or Ph.D. in science, engineering, mathematics or a related quantitative field.
- Fluency in Japanese and proficiency in English to collaborate effectively with local and global teams.
- The ability to communicate complex concepts clearly to a range of audiences.
- A collaborative approach and the ability to thrive in a global team environment.
- Experience with AI and machine learning models is beneficial.
- Familiarity with equity markets, factor models, performance attribution, portfolio construction and optimization techniques is beneficial.
