This job listing has expired and the position may no longer be open for hire.

Quantitative Risk Analytics - SIMM Framework, VP at Mizuho Americas Services LLC

Posted in Finance 28 days ago.

This job brought to you by eQuest

Type: Full-Time
Location: New York, New York

Job Description:


VP level quantitative market risk analytics specialist for developing and managing analytics for FRTB, SIMM and SA-CCR.  Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide analysis and feedback on changes to or introduction of new models at the firm.


  • Develop and implement analytics for SA-CCR and FRTB-TB

  • Manage, maintain and improve SIMM framework and future margin valuation adjustment model infrastructure

  • Create and execute strategies to minimize funding cost related to regulation of IM posting

  • Build infrastructure to consolidate funding capital and liquidity metrics by our trading counterparties

  • 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 and back-test risk models.

  • Develop Risk Analytics platform.

  • Assess the methodologies and processes used by modeling teams to develop and manage their models, and identify potential weaknesses and the associated materiality of the risk


  • At least a Bachelor’s Degree in quantitative subject; Advanced Degree is a plus.

  • Deep understanding of pricing and risk calculations for financial derivatives.

  • Strong analytical skills required to understand quantitative models, and to translate that understanding into sustainable library design, code development and integration into IT’s systems.

  • At least 5 years of experience in quantitative modeling for derivatives.

  • Strong project, management and organizational skills.

  • Strong writing capabilities.

  • Proficient programming skills in python (other languages such as R is a plus).

  • Database expertise.

  • Superior oral and written communication skills.

  • Experience with Murex a plus.

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

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.