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Market Risk Analytics
Market Risk Analytics-November 2024
New York
Nov 23, 2024
ABOUT MIZUHO
This is not your typical financial institution. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion.
1,001 - 5,000 employees
Financial Services
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About Market Risk Analytics

   Summary

  Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at-risk, stress, and capital models.Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide analysis and feedback on changes to or introduction of new models at the firm. More specifically the VP will lead all risk analytics initiatives and development relating to a wide spectrum of businesses, including Interest Rates, FX, Equities, XVA, Banking, and Securitized Products.

   Responsibilities

  Develop, test, implement and document risk analytics for new products

  Lead the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance

  Perform quantitative research to implement model changes, enhancements and remediation plans

  Work with stakeholders across business and functional teams during model development process

  Create tools and dashboards which can enhance and improve the risk analysis.

  Conduct analysis on existing model short-comings and design remediation plans

  Maintain, update, improve and back-test risk models

  Analysis and governance of historical time series data

  Develop Market Risk Analytics platform

  Identify risk not captured by analytics, develop and implement methodology to quantify the materiality, and design strategic plan to better integrate and manage such risk

  Support discussion with regulators as a subject matter expert

   Qualifications

  3-5+ years of experience in quantitative modeling for market risk

  Masters Degree in a quantitative field preferred

  Deep understanding of Value-at-Risk and counterparty exposure models preferred

  Experience with pricing and risk models for financial derivatives

  Strong analytical skills required to understand quantitative models

  Strong knowledge and understanding of the derivative markets mainly for fixed income, equity and credit

  Strong project, management and organizational skills.

  Strong writing and presentation skills.

  Proficient programming skills in python and database expertise

  Experience with time series techniques and governance

  Ability to communicate effectively with managers that may not have quantitative backgrounds

  The expected base salary ranges from $115,000 - $170,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus.

  #WayUp

  #Hybrid

  Other requirements

  Mizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations.

  Company Overview

  Mizuho Americas is the fastest growing region within Mizuho Financial Group (NYSE: MFG), the 15th largest bank in the world with total assets of approximately $2 trillion. Mizuho Americas is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America and our capabilities span investment and corporate banking, capital markets, equity and fixed income sales & trading, derivatives, FX, custody and research. Mizuho Americas employs more than 3,000 professionals across 15 offices within the Americas. Learn more at www.mizuhoamericas.com.

  Mizuho Americas offers a competitive total rewards package.

  We are an EEO/AA Employer -M/F/Disability/Veteran.

  We participate in the E-Verify program.

  We maintain a drug-free workplace and perform pre-employment substance abuse testing.

  #LI-MIZUHO

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