Jobs in Japan
Explore hand-picked jobs in Japan for English speakers across tech, education, marketing, and more.
Vetted companies only. Apply from overseas.
Explore hand-picked jobs in Japan for English speakers across tech, education, marketing, and more.
Vetted companies only. Apply from overseas.
The Japan Core Rates Trading Team is seeking Master’s and PhD candidates who are interested in applying their academic expertise to real-world challenges in financial markets. Successful candidates will join us on a fixed-term contract of one to three months and undertake an individual research project on-site at our Tokyo office, supervised by a senior member of the team. Each project will combine theoretical analysis with practical implementation, providing an opportunity to deepen expertise in areas such as financial markets, data analytics and AI. Subject to university approval and the Bank’s confidentiality, intellectual-property and information-governance requirements, the work may also provide a foundation for an MSc or PhD thesis. The specific topic will reflect business priorities at the start of the assignment, the candidate’s area of expertise and the availability of relevant data. We welcome candidates who can independently develop a hypothesis, conduct analysis, implement and validate solutions, and communicate their findings clearly within a focused timeframe. Illustrative research projects include evaluating opportunities to apply AI solutions to financial-markets research and trading-floor processes, and designing and optimising LLM prompts; analysing financial datasets using statistical and machine learning methods, developing visualisations and dashboards in Python, and supporting quantitative business research; and reviewing academic and industry publications, proposing new research questions by replicating and extending prior findings, and exploring emerging research methods and technologies. Key responsibilities include reviewing relevant academic research, public information and internally available materials; defining research hypotheses, analytical plans, evaluation metrics and implementation approaches; processing data, performing statistical analysis, and developing models or prototypes using Python and other relevant tools; validating findings and assessing limitations, risks and practical implications; preparing visualisations, dashboards, technical documentation and presentation materials; sharing progress regularly with the supervisor and relevant stakeholders and delivering a final presentation; and complying with the Bank’s information-security, confidentiality, model-risk, compliance and other applicable policies. The assignment is a part-time fixed-term position for one to three months, with dates to be agreed, approximately 10–20 hours per week, principally on-site at the Tokyo office. One opening is available. A senior team member will provide guidance on project scoping, progress reviews and feedback. Compensation is planned at JPY 3,000 per hour, with commuting expenses reimbursed at actual cost in accordance with internal policy. Applicants should submit a CV or résumé in English, a research summary of approximately one A4 page outlining the topic, methodology, technologies used and key outcomes, and their preferred contract duration and dates of availability.
- Current enrolment in a Master’s or PhD programme at the time of appointment, or equivalent advanced research experience. - Expertise in mathematics, statistics, computer science, AI or machine learning, physics, engineering, economics, financial engineering or a related discipline. - Experience in data analysis or implementation using Python. - Ability to formulate hypotheses, review relevant literature, conduct reproducible analysis and explain results logically. - Ability to read and write technical materials and explain research in English. - Availability to work on-site at the Tokyo office throughout the contract period. - Legal authorisation to work in Japan by the start date.
- Interest in, or foundational knowledge of, financial markets, rates products, bonds, derivatives or quantitative research. - Research experience in machine learning, natural-language processing, LLMs, time-series analysis, optimisation, causal inference or related areas. - Experience with SQL, Git, cloud environments, BI or visualisation tools, or dashboard development. - Experience completing research projects, publishing peer-reviewed work, presenting at conferences or contributing to open-source projects. - Ability to structure ambiguous problems independently and translate them into achievable outcomes within a short timeframe. - Japanese-language capability would be an advantage.
- Experience addressing practical financial-market challenges through both theoretical analysis and implementation. - Specialist supervision and regular feedback from a senior member of the Japan Core Rates Trading Team. - Opportunities to translate research findings into practical insights and communicate them clearly to non-specialist stakeholders. - Exposure to markets activity, risk management and information governance within a global financial institution. - Practical learning through a live project and opportunities to build a professional network. - Commuting expenses reimbursed at actual cost in accordance with applicable internal policy.