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Quantitative Risk Analytics, Vp

Company

Mizuho Americas
Address , New York, Ny
Employment type FULL_TIME
Salary $105,000 - $195,000 a year
Expires 2023-06-24
Posted at 1 year ago
Job Description
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
  • Lead the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance
  • Support discussion with regulators as a subject matter expert
  • Develop, test, implement and document risk analytics for new products
  • Develop Risk Analytics platform.
  • Perform quantitative research to implement model changes, enhancements and remediation plans.
  • Create tools and dashboards which can enhance and improve the risk analysis.
  • Develop capital optimization analytics
  • Work with stakeholders across business and functional teams during model development process.
  • Maintain, update, improve and back-test risk models.
  • Conduct analysis on existing model short-comings and design remediation plans.
  • 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
Qualifications
  • Database expertise.
  • Experience with Murex.
  • At least 7 years of experience in quantitative modeling for derivatives.
  • Superior oral and written communication skills.
  • Strong analytical skills required to understand quantitative models, and to translate that understanding into sustainable library design, code development and integration into IT’s systems.
  • At least a Bachelor’s Degree in quantitative subject; Advanced Degree is a plus.
  • Strong writing and presentation skills.
  • Strong knowledge and understanding of the derivative markets mainly for fixed income, equity and credit and associated capital measures
  • Strong project, management and organizational skills.
  • Experience with capital optimization
  • Proficient programming skills in python (other languages such as R is a plus).
  • Deep understanding of pricing and risk models for financial derivatives.
  • Experience in the use of machine learning techniques applies to risk model is a plus
The expected base salary ranges from $105,000 - $195,000. 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
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 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.
#LI-MIZUHO