Quant jobs / Millennium

Quantitative Equity Risk Analyst

A risk role in Millennium's Tokyo team assessing equity portfolio managers' performance and risk factors with quantitative and AI methods. It sits within the global risk management department.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Assess PM strategies through performance and risk factor analysis
Build visualisation tools and ML models for risk assessment
Track Japanese equity market developments and their portfolio impact
Work with technology teams to automate risk workflows
Contribute to PM candidate evaluations

What they ask for

Required

2-10 years in a quantitative financial markets role
Python and SQL
Master's or PhD in a quantitative field
Fluent Japanese and proficient English
Clear communication of complex ideas

Preferred

AI and machine learning models
Factor models, attribution, portfolio construction and optimisation

Education: Master's or PhD in science, engineering, maths or a related quantitative field
Experience: 2-10 years in a quantitative role applying analytics to financial markets
Languages and tools: Python
SQL
Markets: equities

How to prepare

Build a factor-based performance attribution report for a stock portfolio
Study equity factor risk models
Learn how drawdown and exposure risk are monitored
Practise explaining risk findings to non-technical audiences

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Millennium’s site before applying: requirements, location and pay can change after we check them.

View the posting on Millennium’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Millennium and doesn’t handle applications.