Portfolio Risk, Assistant Vice President
Summary The Americas Risk Management Unit is responsible for monitoring, reporting and analyzing risk across the Mizuho U.S Operations. Mizuho seeks a highly motivated individual to serve as an Associate/AVP – Portfolio Risk within the Americas Risk Management Unit. The employee will work with the
The Americas Risk Management Unit is responsible for monitoring, reporting and analyzing risk across the Mizuho U.S Operations. Mizuho seeks a highly motivated individual to serve as an Associate/AVP – Portfolio Risk within the Americas Risk Management Unit. The employee will work with the portfolio risk team to support Mizuho’s capabilities in developing and enhancing the bank’s capital and stress testing framework. The employee is also supposed to play a key role in risk identification, risk monitoring and risk reporting across all risk stripes (market, credit, liquidity, etc.).
Principal Duties and Responsibilities
- Perform market risk capital calculation (MRR, JBIS, economic, SEC and etc.) for MUSO which covers all Mizuho entities (corporate banking, investment banking, broker-dealer and derivatives trading) in the U.S.
- Conduct quantitative analysis to explain fluctuations in market risk capital.
- Prepare and distribute various reports of market risk capital.
- Prepare analysis and documents in response to audit and regulatory inquires on risk capital.
- Liaise with all Mizuho entities in the collection and integration of risk and capital data.
- Help with the statistical analyses in forecasting market risk capital.
- Work on capital inventory and capital standards for the MUSO.
- Participate in the discussion about FRTB and the project to adapt capital framework.
- Set up and automate new capital calculation and reporting process as necessary.
- Help with the risk reporting, risk identification and risk appetite process.
- Help with the DFAST and BAU stress testing process.
- Prepare presentations to senior management and meeting minutes.
Minimum Job Requirements or Experience
- 3 + years’ experience in market risk management or other analytical area preferred.
- Master degree of either mathematics or finance is preferred.
- Good understanding of market risk concepts (Greeks, VaR, stress testing, etc.)
- Working knowledge of regulatory and economic market risk capital.
- Working knowledge of trading products (equity, bonds, ABS/MBS, derivatives, etc.).
- Proficiency with Excel, SQL or SAS.
- Effective communication skills: oral, written, listening and presentation.
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.
Mizuho Americas is a leading financial institution that offers clients award-winning strategic and creative solutions in corporate and investment banking, financing, securities, treasury services, asset management, research and more. We have experts in offices throughout the US, Canada, Mexico, Brazil and Chile. Our operations in the Americas connect our broad client base of major corporations, financial institutions and public sector entities to local markets and the vast global network of our parent company—Mizuho Financial Group.
Mizuho Financial Group is one of the largest financial institutions in the world, offering comprehensive financial and strategic services including private banking and venture capital through its subsidiaries. Based in Japan, the group has over 56,000 professionals working in 920 offices in nearly 40 countries throughout Asia, EMEA, and the Americas. As of March 31, 2016 its total assets were $1.8 trillion.