Market Risk AVP

5 hours ago


New York, New York, United States Mizuho Bank Ltd Full time
Job Title: Market Risk AVP

Job Summary:

Mizuho Financial Group, Inc. is seeking a highly skilled Market Risk AVP to join our team. As a key member of our Market Risk Management department, you will be responsible for performing daily Market Risk management duties for the Securitized Products, Corporate Bonds, and Municipal Products trading desks.

Key Responsibilities:

  • Explain and quantify risk metrics, including changes in daily VaR, SVaR, and risk sensitivities.
  • Provide periodic and ad hoc analysis related to positions, risk factors, stress scenarios, and P&L.
  • Work closely with traders to address limits usages and risk appetite issues requiring limit extensions.
  • Produce commentary detailing market trends, portfolio changes, trading/hedging strategies for senior management, regulators, and auditors.
  • Work on projects to ensure market risk system functionality in support of new products.

Requirements:

  • 5+ years of experience in market risk management required.
  • Direct experience with Spread Products market risk is preferred.
  • Knowledge of Agency MBS/CMO/CMBS, Non-Agency ABS/CLO/CMBS/RMBS, Corporate Credit, Municipal Products.
  • Master's degree in a quantitative field.
  • Demonstrable quantitative and analytical skills.
  • Excellent communication skills.
  • 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.

What We Offer:

Mizuho offers a competitive total rewards package, including a base salary range of $90,000 - $140,000, a generous employee benefits package, and a discretionary bonus. We are an EEO/AA Employer and participate in the E-Verify program.

Company Overview:

Mizuho Financial Group, Inc. is the 15th largest bank in the world, with total assets of ~$2 trillion. We have 60,000 employees worldwide, offering comprehensive financial services to clients in 35 countries and 800 offices throughout the Americas, EMEA, and Asia.


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