Market Risk Analytics Specialist
3 weeks ago
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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New York, New York, United States Mizuho Bank Ltd Full time{"title": "Market Risk Analytics Specialist", "subtitle": "Join Mizuho Bank Ltd in a challenging role", "content": "Mizuho Bank Ltd is seeking a highly skilled Market Risk Analytics Specialist to join our team. As a key member of our Risk Analytics group, you will be responsible for developing and managing analytics for risk models, including value-at-risk,...
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