Mizuho Americas Services LLC
Market Risk Quantitative Analyst (R&D)
This role sits in the Market Risk Engineering group and is responsible for procuring and integrating historical market data for Mizuho's Market Risk calculations.
Candidate will be responsible for performing data analytics on large multidimensional data sets validating quality and completeness of the time-series data fed into Historic VaR calculations. The candidate will also be responsible for generating, reviewing and publishing quality control and proxy adequacy reports periodically to maintaining data quality. Requires to implement improvement of existing infrastructure for robustness and features
Applicant will need to have strong quantitative background, communication skills, combined with an understanding of financial risk management fundamentals and market data. Should have understanding of Risk measurements, PL aggregation, and derivative pricing models across asset classes including Equity, IR, FX ad credit products. Candidate needs to have strong analytical and problem solving skills and should be a self-starter who can work independently with some initial guidance
Must be able to work on-site at Mizuho's office. Mizuho currently requires employees to be fully vaccinated against COVID-19 to work on-site (unless a legally-required accommodation or exemption has been approved).
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.