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Exposure Management, AVP at Mizuho Americas Services LLC

Posted in Science 30+ days ago.

This job brought to you by eQuest

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

Job Description:

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.

Core Responsibilities:

  • Initial focus is to support team ownership of the regulatory required SIMM model; monitor SIMM performance; investigate SIMM IM discrepancies with counterparties and collateral disputes; regular reporting on SIMM performance to senior management and regulators

  • Subject matter expert in SIMM calculation and implementation

  • Contribute to a focused team to establish and continually develop the Quantitative Exposure Management framework

  • Develop and utilize analytics to measure counterparty credit risk for risk, limits and analysis

  • Develop and maintain grids and analytics related to haircuts/Independent-Amounts/Initial-Margin

  • Subject matter expert in global and local regulatory capital requirements related to counterparty credit risk

  • Participate in ad-hoc deal approvals as required


  • 2-5 years of direct experience in quantitative counterparty exposure management, with strong quantitative risk skills

  • Extensive OTC derivatives, listed derivatives, and financing product experience

  • Advanced degree in quantitative discipline

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.