Posted in Science 30+ days ago.
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Location: New York, New York
The Role / Summary of the Role:
Mizuho Americas is seeking a AVP/VP in its Quantitative Exposure Management (QEM) function, reporting to QEM lead, under the Head of Market Risk and Quantitative Exposure Management. The candidate will work with a focused team of individuals tasked with establishing a quantitative measurement framework for counterparty credit risk exposures. This may include among other items: SIMM modelling, counterparty exposure modelling, VaR modelling, sensitivity analysis, scenario analysis, stress testing, concentration analysis, and capital analysis. The team will partner with the Capital Markets Credit Department to measure limit usage, establish collateral requirements, and develop a comprehensive haircut/Independent Amount/Initial Margin framework. The team will also partner with the Risk Analytics team to develop the necessary analytics, including the regulatory required SIMM model.
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.