Summary
As an experienced Risk Manager, you will be responsible for overseeing a multi-asset derivatives business: working with trading to understand and explain changes in VaR, stress tests, and limit usage; working with all functions to deploy new products and improve analytics around current product coverage.
Responsibilities
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Responsible for explaining changes in daily VaR, SVaR, FRTB charges, as well as changes in risk sensitivities, for trading and banking activities.
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Work closely with traders covering Rates, FX, and XVA to address limit excesses, quantification of usage, as well as risk appetite concerns.
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Produce commentary detailing market changes and changes to portfolio for senior management, regulators, and auditors.
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Provide ad-hoc analyses as necessary, including correlation analyses, time-series analysis, and XVA related analyses.
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Work on projects to ensure market risk system functionality in support of new products.
Qualifications
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8+ years of experience in market risk management required.
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Proven experience in Rates and FX derivatives required. XVA experience preferred. Experience in analyzing non linear risks.
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Demonstrable quantitative and analytical skills.
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Master’s degree in a quantitative field.
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Strong attention to detail, self-learner, can develop creative solutions to new problems.
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Ability to work under pressure with tight time schedules in a trading desk environment.
The expected base salary ranges from $170,000 - $235,000. 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.
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Other requirements
Mizuho has in place a hybrid 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. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process.
Company Overview
Mizuho Financial Group, Inc. is the 15th largest bank in the world as measured by total assets of ~$2 trillion. Mizuho's 60,000 employees worldwide offer comprehensive financial services to clients in 35 countries and 800 offices throughout the Americas, EMEA and Asia. Mizuho Americas is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America. Through its acquisition of Greenhill, Mizuho provides M&A, restructuring and private capital advisory capabilities across Americas, Europe and Asia. Mizuho Americas employs approximately 3,500 professionals, and its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives, FX, custody and research. Visit www.mizuhoamericas.com.
Mizuho Americas 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 reserve the right to require pre- and post-hire drug testing as permitted by applicable law.
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Top Skills
What We Do
This is not your typical financial institution. It’s our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion.
At Mizuho, we provide the stability of an international industry leader with the career trajectory of a growing business. Our steady, strategic growth gives our people at all levels rewarding degrees of responsibility and a richer work experience than a boutique firm or an established giant could offer alone.
Working for Mizuho opens doors not just to a rewarding career with excellent prospects, but to lasting friendships with colleagues from diverse cultures. It’s the local expertise of our employees that makes our global network so powerful. By collaborating with colleagues and clients who have your same ambition, you can amplify your sphere of influence and base of knowledge as part of one of the largest—and growing—banks in the world.
We’re all global citizens, and that’s why our company feels compelled to make an impact through more than just drawing up deals. We prove that it’s possible to do well and do good. We do right by our clients, our community and each other.
