Market Risk Manager – Spread Products (Avp / Vp Level)

Summary

Risk Manager responsible for assisting with overseeing the Spread Products business. Some of the key tasks include: working with trading desks to understand and explain changes in VaR, risk sensitivities, stress tests, and limit usage; working with all functions to deploy new products and improve analytics around current product coverage.

Responsibilities

• Work closely with traders covering Agency and Non Agency Securitized Products, Corporate Bonds (IG, HY, EM) and Municipal Products to address limit issues as well as risk appetite issues requiring limit extensions.
• Responsible for explaining changes in daily VaR and SVaR as well as changes in risk sensitivities.
• Provide ad hoc analysis relating to Securitized Products (Agency and Non Agency), Corporate Bonds, and Municipal Products.
• Produce commentary detailing market changes and changes to portfolio for senior management, regulators, and auditors.
• Work on projects to ensure market risk system functionality in support of new products.

Qualifications

• Demonstrable quantitative and analytical skills.
• Direct experience with Spread Products market risk is preferred.
• Master’s degree in a quantitative field.
• Strong attention to detail, self-learner, can develop creative solutions to new problems.
• Ability to work under pressure with tight time schedules in a trading desk environment.
• 3-5 years of experience in market risk management required.

The expected base salary ranges from $105,000 - $180,000. 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.

#Hybrid

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. Mizuho’s 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 60,000 employees, and assets of more than USD 1.8 trillion. Learn more at 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.