CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
The Americas Risk Management Unit is responsible for monitoring, reporting and analyzing risk across the Mizuho U.S Operations. Mizuho seeks a highly motivated individual to serve as an Associate/AVP – Portfolio Risk within the Americas Risk Management Unit. 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
Perform market risk capital calculation (MRR, JBIS, economic, SEC and etc.) for MUSO which covers all Mizuho entities (corporate banking, investment banking, broker-dealer and derivatives trading) in the U.S.
Conduct quantitative analysis to explain fluctuations in market risk capital.
Prepare and distribute various reports of market risk capital.
Prepare analysis and documents in response to audit and regulatory inquires on risk capital.
Liaise with all Mizuho entities in the collection and integration of risk and capital data.
Help with the statistical analyses in forecasting market risk capital.
Work on capital inventory and capital standards for the MUSO.
Participate in the discussion about FRTB and the project to adapt capital framework.
Set up and automate new capital calculation and reporting process as necessary.
Help with the risk reporting, risk identification and risk appetite process.
Help with the DFAST and BAU stress testing process.
Prepare presentations to senior management and meeting minutes.
Minimum Job Requirements or Experience
3 + years' experience in market risk management or other analytical area preferred.
Master degree of either mathematics or finance is preferred.
Good understanding of market risk concepts (Greeks, VaR, stress testing, etc.)
Working knowledge of regulatory and economic market risk capital.
Working knowledge of trading products (equity, bonds, ABS/MBS, derivatives, etc.).
Proficiency with Excel, SQL or SAS.
Effective communication skills: oral, written, listening and presentation.
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.