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Quantitative Credit Risk Model Developer

2 months ago

New York, New York, United States Mizuho Bank Ltd Full time
Job Summary

We are seeking a highly skilled Quantitative Credit Risk Model Developer to join our Credit Risk Analytics team. As a key member of our team, you will be responsible for developing and maintaining credit risk rating models for our wholesale portfolio.

Key Responsibilities
  • Develop and maintain credit risk rating models for wholesale credit portfolios.
  • Design and implement quantitative analytical tools and support model implementation to the production environment.
  • Conduct reliability analyses and perform quality control of modeling data and model results.
  • Create and maintain technical documentation for modeling methodologies and applications.
  • Assist management in advising internal stakeholders on all aspects of rating models and related projects.
  • Develop reports, presentations, and training materials on credit risk analytics for both technical and non-technical audiences.
Requirements
  • PhD in statistics, economics, or physics, or a strong master's degree in these fields.
  • At least 5 years of hands-on quantitative model development/validation experience and proficiency in handling large and complex data sets.
  • Experience in a quantitative role in risk management at a financial institution with experience in model development or validation.
  • Exceptional skills in quantitative methods, including hypothesis testing, regressions, and simulation.
  • Strong practical experience using Python or R to build and test statistical models.
  • General knowledge of wholesale banking, corporate accounting, and credit risk rating evaluation.
  • Developed communication and diplomacy skills to influence and convince stakeholders throughout the model lifecycle.
About Mizuho

Mizuho Financial Group, Inc. is a leading global financial institution with a presence in 35 countries and 800 offices worldwide. Our Americas division provides comprehensive financial services to clients in the US, Canada, and Latin America.

We offer a competitive total rewards package and a dynamic work environment that fosters growth and development. If you are a motivated and experienced professional looking to join a leading financial institution, we encourage you to apply for this exciting opportunity.