Market Risk Analytics, VP
MizuhoNew York, New York, United States
Posted March 20, 2026
137500 - 185000 USD
Full Time
About the Company
Mizuho Financial Group, Inc. is the 15th largest bank in the world as measured by total assets of ~$2 trillion.
Job Description
Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for various risk models, including value-at-risk, stress testing, and capital models.
Requirements
- 4-7 years of experience in quantitative modeling for market risk
- Master's degree in a quantitative field, such as mathematics or physics, preferred
- Deep understanding of Value-at-Risk and the OAS framework with a focus on fixed income and securitized products
- Knowledge of pricing and risk models for financial derivatives
- Understanding of prepayment model and its role in MBS valuation
- Strong analytical skills, project management, and organizational skills
- Strong writing and presentation skills
- Proficient programming skills in Python and database expertise
- Ability to manage and analyze large data sets
- Experience with PolyPaths software strongly preferred
- Ability to communicate effectively with managers that may not have quantitative backgrounds
Benefits
- Medical plan
- Dental plan
- 401K plan
