Europe Treasury Department - ALM Risk Analyst - Vice President

Europe Treasury Department - ALM Risk Analyst - Vice President

Who are we?

We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.

We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a growing business. Our steady, strategic growth gives our people at all levels rewarding degrees of responsibility and a richer work experience than a boutique firm or an established giant could offer alone.

Working for Mizuho opens doors not just to a rewarding career with excellent prospects, but to lasting friendships with colleagues from diverse cultures. It's the local expertise of our employees that makes our global network so powerful. By collaborating with colleagues and clients who have your same ambition, you can amplify your sphere of influence and base of knowledge as part of one of the largest-and growing-banks in the world.

What is the opportunity?

• Help the ALM team manage its interest rate and liquidity risk effectively
• Help the ALM team track, attribute and analyse its P&L effectively
• Help the Planning and Management Group's (PMG) project delivery. Projects can be covering all Europe Treasury Department businesses.
• Play an active part in guiding the ETD's system architecture to the desired end state

What will you be doing?

• Produce accurate, granular and timely liquidity and interest rate risk reporting
• Produce accurate, granular and timely P&L reporting based on the team's responsibilities
• Produce effective desk tools to support the business development of the ALM desk
• Take an active part in the system enhancement projects for Europe Treasury Department, aligning with PMG's project delivery schedule
• Effectively liaise with local and HO staff as required, including other businesses within the Mizuho Financial Group, Middle and Back Offices, Finance, Risk, Compliance and Audit
• Analyse operational risk and work effectiveness and plan system and workflow improvements to reduce costs and risk and increase productivity and profitability
• Work at all times within Mizuho's internal policies and procedures and relevant regulatory requirements

What do you need to succeed?

• Solid understanding of interest rate and FX risk and instruments that can be used to hedge these risks
• Solid understanding of liquidity risk in a bank treasury context, and good knowledge of liquidity metrics including LCR, NSFR and stress tests
• Solid understanding of accounting concepts such as MTM/accrual P&L, banking/trading book and fair value/cashflow hedge accounting
• Excellent technical skills including Excel/VBA, Bloomberg, Python and SQL, and experience of working with large data sets
• Self-starter with an attitude of professional curiosity, proactively seeking risks and inefficiencies and proposing solutions to address them
• Demonstrable experience working for a financial institution, specifically covering interest rates or FX markets
• Experience of working in a fast paced environment with tight turnaround schedules and ability to quickly solve problems
• Fluency in English

The following skills/experiences are desired:

• Understanding of G4 cash bond, interest rate swap, repo and FX markets and market conventions
• Prior experience producing granular and timely risk and P&L reports
• Good experience in managing technical projects with variety of internal stakeholders
• Good experience working with a markets facing team
• Prior experience working with reporting platforms such as Tableau
• Fluency in Japanese
• A strong degree in a numerical subject

What Mizuho can offer you

Here at Mizuho, there are fantastic progression opportunities and clear paths to promotion. We will give you ample opportunity to affect change and to help grow our business.

In addition to the great opportunity outlined above we are also currently able to offer:

• Competitive starting salary, plus discretionary bonus
• Non-contributory pension
• 27 days' annual leave
• Core working hours*
• Hybrid working - office and home based*
• Virtual GP
• Wellbeing benefits, including Mental Health Allies and First Aiders

*For applicable roles only

At Mizuho, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

At Mizuho we are committed to supporting equality, diversity and equality, and seek to create a workplace that is fully inclusive. We welcome applications from all sections of the community that we operate in and from all ethnic backgrounds, sexual orientation, beliefs, gender identities and disabilities.

If you require more information about our equal opportunities policy or wish to discuss any accessibility requirements or reasonable adjustments please contact the recruitment team - recruitment@mizuhoemea.com and we will be happy to help.