Market Risk Analytics Specialist

3 weeks ago


New York, New York, United States Mizuho Corporate Bank Full time

Job Summary

Mizuho Corporate Bank is seeking a highly skilled Market Risk Analytics Specialist to join our Risk Analytics group. As a key member of our team, you will be responsible for developing and managing analytics for risk models, including value-at-risk, stress, and capital models.

Key Responsibilities

  • Execute functional testing to verify correct implementation of risk models, including replication and benchmarking
  • Develop, test, implement, and document risk analytics for new products
  • Support 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 to enhance and improve risk analysis
  • Conduct analysis on existing model shortcomings and design remediation plans
  • Maintain, update, improve, and back-test risk models
  • Analysis of historical time series data
  • 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

Requirements

  • Masters Degree in a quantitative field preferred
  • Understanding of Value-at-Risk and counterparty exposure models preferred
  • Knowledge of pricing and risk models for financial derivatives
  • Strong analytical skills required to understand quantitative models
  • Strong project, management, and organizational skills
  • Strong writing and presentation skills
  • Proficient programming skills in Python and database expertise
  • Ability to manage and analyze large data sets

About Mizuho Corporate Bank

Mizuho Corporate Bank is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America. We offer a competitive total rewards package and are an EEO/AA Employer - M/F/Disability/Veteran. We participate in the E-Verify program and maintain a drug-free workplace.



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