2011-Present) Consultant, Financial Engineering Division in one of Japanese largest banks. Role - Verification of new models and products in the Risk management division. Products: Double Barrier FX Options, CMS Products, TARN, Multi-Curve Construction Models: Merton Jump-Diffusion Model, Variance Gamma Model, CEV-LMM, Stochastic LMM, LMM-SABR. 2009-2010) Consultant, Financial Engineering Division in one of Japanese largest banks. Role - Exploiting Real-Time Commodity Future Bid-Ask Curve with outright future data and time spread data and also Pricing Commodity Swap (Monthly Average Swap). The commodities are base-metals in LME, energy in ICE, and also WTI in NYMEX (CME). Pricing Barrier Options by the generalized vanna-volga method. 2008-2009) Consultant, Financial Engineering Division in one of Japanese largest banks. Role - Exploiting a CDO valuation tool by one-factor Gaussian Copula for both LHP (Large Homogeneous Portfolio) and Non-Homogeneous Portofolio. Analysing time-series data of credit spreads by using multivaliate regressions and the AIC (Akaike Information Criteria). 2007-2008) Consultant, Financial Engineering Division in one of Japanese largest banks. Role - Pricing and Risk management of Japanese Fixed-Income securities and CDSs, and also modeling the option-adjusted-spread of Japanese RMBS by using the LIBOR Market model.