Liquidity Risk Data Modeler, AVP
- New York, NY, USA
- Permanent, Full time
- Mizuho Bank Ltd
- 21 Sep 16
Risk Management Division Americas The Risk Management Division, Americas Department (RMDA) is responsible for monitoring, reporting, analyzing and recommending necessary actions across four core risk functions -- credit risk, market risk, liquidity risk and operational risk. The scope of RMDA’s responsibility extends to all regional
Risk Management Division Americas
The Risk Management Division, Americas Department (RMDA) is responsible for monitoring, reporting, analyzing and recommending necessary actions across four core risk functions -- credit risk, market risk, liquidity risk and operational risk. The scope of RMDA’s responsibility extends to all regional risk activities of MHBK New York Branch and MHBK (USA). In addition, RMDA has responsibility for coordinating and reporting to various risk governance committees certain risk exposures on behalf of non-bank Mizuho affiliated companies in the U.S., Mizuho’s Canadian and Los Angeles branches, and Banco Mizuho do Brasil.
Employee will assist in designing new, and enhancing existing, liquidity risk data models and reporting processes. Employee will work as part of a team to see through the implementation of the FR 2052a report and a centralized liquidity risk database. Employee will identify the data source, and develop a process to report the bank’s liquidity risk in response to new regulation and management requests.
• Design and develop new data models and processes for liquidity risk measurement and reporting under the guidance of senior management
• Maintain and enhance, when necessary, existing liquidity risk data models
• Develop and implement verification and reconciliation of key liquidity risk data
• Remain up-to-date with liquidity risk-related and foreign banking organization-related regulation
• Identify and remedy gaps between regulation and current liquidity risk management procedures from data model and data base point of view.
• 5-7 years relevant work experience in a treasury department or in a liquidity risk management function or information technology for treasury/liquidity risk management.
• Basic understanding of financial products, liquidity risk reporting, and liquidity risk regulation including:
o Banking business knowledge
o Product knowledge in loans, credit facilities, secured funding transactions, treasuries, mortgage backed securities (MBS), demand deposits, time deposits, commercial papers, and certificates of deposit
o Asset Liability Management
o Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and FR 2052a
o Regulation YY, especially Liquidity Risk Management requirements for Foreign Banking Organizations (FBOs)
o Financial Statement Analysis for financial institutions
• Comprehensive technical skills in:
o Programming: understand and write VBA for Excel and Access, or SQL, in order to query data
o Data handling: manipulate and analyze data using Excel and Access
• Excellent communication skills, both written and oral
• Takes initiative and follows up in a timely manner
• Attention to detail, especially when reconciling figures
• Bachelor's degree
• Eligible to work in the US (no visa sponsorship)
Mizuho Bank Ltd. offers a competitive total rewards package.
We are an EEO/AA Employer - M/F/Disability/Veteran.
We maintain a drug-free workplace and perform pre-employment substance abuse testing.