VP

Summary

Quantitative market risk analytics specialist for developing methodologies and managing analytics for fixed income and equity risk models including value-at-risk stress margin 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 overseeing the Rates asset class

Responsibilities

• Develop test implement and document risk analytics for new products

• Develop capital optimization analytics

• 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.

• Develop 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

• At least a Bachelors Degree in quantitative subject; Advanced Degree is a plus.

• Deep understanding of pricing and risk models for financial derivatives.

• Experience with capital optimization

• Strong analytical skills required to understand quantitative models and to translate that understanding into sustainable library design code development and integration into ITs systems.

• Strong knowledge and understanding of the derivative markets mainly for fixed income equity and credit and associated capital measures

• At least 7 years of experience in quantitative modeling for derivatives.

• Strong project management and organizational skills.

• Strong writing and presentation skills.

• Proficient programming skills in python (other languages such as R is a plus).

• Experience in the use of machine learning techniques applies to risk model is a plus

• Database expertise.

• Superior oral and written communication skills.

• Experience with Murex.

The expected base salary ranges from $105000 - $195000. 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 addition to salary and a generous employee benefits package successful candidates are eligible to receive a discretionary bonus.

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Other requirements

Mizuho has in place a remote 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 a leading financial institution comprising several legal entities which together offer clients corporate and investment banking financing securities treasury services asset management research and more. Mizuhos operations in the Americas connect a broad client base of major corporations financial institutions and public sector groups to local markets and a vast global network. Mizuho Americas is an integral part of the Japan-based Mizuho Financial Group Inc. (NYSE: MFG) which is comprised of offices in nearly 40 countries approximately 60000 employees and assets of more than USD 1.8 trillion. Learn more at .

Mizuho Bank Ltd. 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.

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