Quant jobs / S&P Global

Quantitative Risk Consultant, Financial Risk Analytics

A quant role in S&P Global's risk analytics software business, supporting a library for market risk, counterparty risk and xVA. You split time between library development and client projects, in English and Japanese.

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.

Maintain and extend the pricing and risk simulation library
Implement software for client projects
Test and validate risk methodologies
Assess how regulatory changes affect the library
Work with clients and internal teams in English and Japanese

What they ask for

Required

Financial derivatives and risk management experience
Analytical problem solving
Programming, preferably Python
English and Japanese communication

Preferred

Science, engineering, maths or quantitative finance background
Market risk, CCR, xVA or buy-side risk experience

Education: Science, engineering, maths or quantitative finance background preferred; no minimum stated.
Experience: Entry-professional level; derivatives and risk experience expected
Languages and tools: Python
Markets: multi-asset, equities, fx, fixed-income, commodities, credit

How to prepare

Build a Monte Carlo risk-factor simulation and price a basket of derivatives
Learn CCR and xVA concepts
Read about regulatory risk measures such as market risk capital
Practise testing a pricing library against benchmarks

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 S&P Global’s site before applying: requirements, location and pay can change after we check them.

View the posting on S&P Global’s site ↗

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