Quantitative Market Risk Analytics, Executive Director (Market Risk)

Summary: The quantitative market risk analytics team lead responsible for developing methodologies and managing analytics for risk models including value-at-risk, stress, capital, and credit exposure models. Candidate will manage and lead the Risk Analytics sub-team focused on market risk models that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will lead risk analytics initiatives and development relating to a wide spectrum of businesses, including Interest Rates, FX, Equities, XVA, Banking, and Securitized Products. Responsibilities Manage team focused on market risk and counterparty credit risk analytics Develop, test, implement and document risk analytics for new products Lead 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 Conduct analysis on existing model short-comings and design remediation plans Maintain, update, improve and back-test risk models Develop Market Risk Analytics platform Support discussion with regulators as a subject matter expert Qualifications 8-10 years of experience in quantitative modeling for market risk Masters degree in a quantitative field preferred Deep understanding of Value-at-Risk and counterparty exposure models Experience with pricing and risk models for financial derivatives Strong analytical skills required to understand quantitative models Strong knowledge and understanding of the derivative markets mainly for fixed income, equity and credit Strong project, management and organizational skills Strong writing and presentation skills Must have ability to communicate effectively with managers that may not have quantitative backgrounds. The expected base salary ranges from $210,000 - $250,000. 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. Other requirements Mizuho has in place a remote 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. Company Overview Mizuho Americas is a leading financial institution comprising several legal entities, which together offer clients corporate and investment banking, financing, securities, treasury services, asset management, research and more. Mizuho’s operations in the Americas connect a broad client base of major corporations, financial institutions and public sector groups to local markets and a vast global network. Mizuho Americas is an integral part of the Japan-based Mizuho Financial Group, Inc. (NYSE: MFG), which is comprised of offices in nearly 40 countries, approximately 60,000 employees, and assets of more than USD 1.8 trillion. Learn more at mizuhoamericas.com. Mizuho Bank Ltd. 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 perform pre-employment substance abuse testing. #LI-MIZUHO Why Mizuho 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. 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 and drive, you can amplify your sphere of influence and base of knowledge as part of one of the largest—and growing—banks in the world. For more information, please view our Recruiting Brochure

Salary : $210,000 - $250,000