Portfolio Risk Associate Portfolio Risk Associate …

Mizuho Bank
in New York, NY, United States
Permanent, Full time
Last application, 13 Sep 19
Mizuho Bank
in New York, NY, United States
Permanent, Full time
Last application, 13 Sep 19
Portfolio Risk Associate
Americas Risk Management is responsible for monitoring, reporting and analyzing risk across the Mizuho U.S Operations (MUSO) which covers all Mizuho entities (banking, broker-dealer and derivatives trading) in the U.S. Mizuho seeks a highly motivated individual to serve as a Portfolio Risk Officer or AVP within Americas Risk Management. 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
  • Risk capital (Basel, SEC, CFTC and etc.) calculation and analysis.
  • Automation and consolidation of various capital processes.
  • Economic research, scenario development and variable expansion in support of stress testing scenario design for both market and credit risk.
  • Stress testing results explanation, attribution and other analysis.
  • Risk identification and risk appetite initiatives.
  • Data collection and analysis in support of capital calculation and stress testing.
  • Prepare and distribute stress testing reports, risk capital reports, presentations, documentations, and meeting minutes.

Minimum Job Requirements or Experience
  • 3+ years' experience in risk management or other analytical area.
  • Master degree of either mathematics or finance is preferred.
  • Working knowledge of statistical and econometric analysis.
  • Good understanding of risk concepts (Greeks, VaR, PD, LGD and etc.)
  • Working knowledge of trading products (equity, bonds, ABS/MBS, derivatives, etc.)
  • Proficiency with Excel and SQL. Knowledge of Python is preferred.
  • Effective communication skills: oral, written, listening and presentation.

Company Overview
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.