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Mizuho · 2 days ago

VP, Stress Testing and Capital Analysis

New York, NY

Full-time

Hybrid

Mid, Senior Level

$138K/yr - $185K/yr

5+ years exp

Mizuho is a leading financial institution, and they are seeking a highly skilled individual to join their Stress Testing and Capital Analysis team as a Vice President. The role involves designing and analyzing stress testing scenarios, coordinating with stakeholders, and ensuring compliance with regulatory requirements.

BankingFinancial ServicesImpact Investing

Comp. & Benefits

H1B Sponsor Likely

Responsibilities

Scenario Design: Assist with the design and implementation of new stress scenarios that align with evolving market conditions, regulatory guidelines, and the bank's risk appetite

Scenario Expansion: Implement scenario expansion models on regulatory (CCAR) and other internal stress scenarios, evaluate the accuracy and consistency of the scenarios

Scenario Evaluation: Continuously assess market conditions and the firm’s portfolio to evaluate the relevance of existing stress scenarios, making recommendations for improvements as needed

Stress Testing Production: Produce comprehensive stress test results that provide in-depth insights into the risk drivers, facilitating clear communication with risk management and other stakeholders

Capital Analysis: Perform the required capital impact analysis across all of Mizuho’s capitalized entities. Develop a process for efficiently calculating capital impacts

Process Improvements: Develop tools and processes to improve stress testing accuracy, reliability, and attribution

Governance: Perform periodic and timely updates to the relevant Stress Testing Policies, Standards, and Handbooks Develop materials for the monthly Stress Testing Working Group

Model Ownership: Maintain and update the models owned by the stress testing team to ensure compliance with Model Risk requirements

Qualification

Market Risk experienceStress Testing methodologiesQuantitative modelingRegulatory compliance knowledgeProgramming languages proficiencyData mining/gatheringCapital analysisProcess managementAI tools utilizationProject managementEffective communication

Required

Bachelor's degree in a quantitative field such as Financial Engineering, Mathematics, or another relevant science

5+ years of experience in Market Risk and/or Stress Testing within a large institutional bank, demonstrating a strong understanding of financial markets and risk management principles

Proficiency in data mining/gathering, quantitative modeling, statistical analysis, and stress testing methodologies

Strong knowledge of cash and derivative products within fixed income and equity asset classes

Proficiency in using programming languages and tools such as R, Python, SQL, VBA, Power BI for statistical and econometric analysis

Ability to leverage AI tools for improving models and processes

Strong project management and process management capabilities

Effective communication skills: oral, written, listening, and presentation

Preferred

A master's degree in the same or a related field is preferred

Familiarity with regulatory requirements related to stress testing, including DFAST, CCAR, Basel III, and FRTB is a plus

Benefits

Medical

Dental

401K plans

Discretionary bonus

Company

Mizuho

This is not your typical financial institution. It’s our people who make us a cut above.

Tokyo, Tokyo, JPN

10001+ employees

https://www.mizuhogroup.com

H1B Sponsorship

Mizuho has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (49)

2024 (23)

2023 (43)

2022 (12)

2021 (10)

2020 (1)