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Mizuho · 1 day ago

VP Market Risk Analytics

New York, NY

Full-time

Hybrid

Mid Level

$138K/yr - $185K/yr

3+ years exp

Mizuho is a leading financial services provider, and they are seeking a VP Market Risk Analytics. The role involves developing methodologies and managing analytics for risk models, leading risk analytics initiatives across various business sectors, and collaborating with stakeholders during the model development process.

BankingFinancial ServicesImpact Investing

Comp. & Benefits

H1B Sponsor Likely

Responsibilities

Develop, test, implement and document models and 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

Create tools and dashboards which can enhance and improve the risk analysis

Conduct analysis on existing model short-comings and design remediation plans

Maintain, update, improve and back-test risk models

Analysis and governance of historical time series data

Develop Market Risk Analytics platform

Identify risk not captured by analytics, develop and implement methodology to quantify the materiality, and design strategic plan to better integrate and manage such risk

Support discussion with regulators as a subject matter expert

Qualification

Quantitative modelingValue-at-Risk modelsFinancial derivativesPython programmingTime series techniquesAnalytical skillsProject managementWriting skillsPresentation skillsCommunication skills

Required

3-5 years of experience in quantitative modeling for market risk

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

Proficient programming skills in python and database expertise

Experience with time series techniques and governance

Ability to communicate effectively with managers that may not have quantitative backgrounds

Preferred

Masters Degree in a quantitative field preferred

Deep understanding of Value-at-Risk and counterparty exposure models preferred

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)