Job Description

Americas FinancialResource Management (FRM) is responsible for estimating, reporting. stresstesting and managing capital across the Mizuho entities (banking, broker-dealerand derivatives trading) in the U.S. Mizuho is seeking a highly motivated andtechnical individual to serve as a Python programmer consultant within FRM. Theemployee will work with the stress testing team to support Mizuho's transitionof the stress testing revenue models from the SAS platform to the Pythonplatform, in addition with capabilities of developing and enhancing theexisting model development code to expand the bank's capital and stress testingframework.

Requirements

Skills & PrincipalDuties & Responsibilities

• Transition SAS standard OLS and autoregressive model and model performance statistics to Python using standard statistical libraries.
• Excellent understanding of Statistical Python Libraries (Pandas / NumPY / SciPy / Matplotlib).
• Expert knowledge of SAS and Python is required.
• Proficiency in regression models and assumption testing (OLS Assumption testing).
• Proficiency in regression optimization techniques (E.g. LASSO regression, goodness of fit, etc.).
• 3 years' experience in programming, risk management or statistics is preferred.
• Master degree of statistics, mathematics or computer science is preferred.
• Working knowledge of trading products (banking, equity, bonds, ABS/MBS, derivatives, etc.) is a plus.
• Effective communication skills: oral, written, listening and presentation.