AVP Quantitative Strategist: Balance Sheet Forecasting

Mizuho Financial Group Inc.; New York (NY); On-site; USD 91,000 - 145,000; Full time

Job summary

Mizuho Financial Group Inc. seeks a Quantitative Strategist AVP for Balance Sheet Strategy & Financial Resource Analysis. You will build RWA analytics, forecast capital use, and optimize balance sheets across CCR, SA-CCR, SFT, CVA, and Market Risk, applying AI/ML to improve accuracy and automation.

You will collaborate with Treasury, Market Risk, Finance, and Validation teams, presenting insights to senior management and shaping capital allocation decisions.

Qualifications

• Degree in a quantitative field as listed.
• 5–8 years in regulatory capital or risk analytics at a large institution.
• Experience with SA-CCR, CCR, SFT, BA-CVA, or Basel III Endgame preferred.

Responsibilities

• Develop and enhance RWA analytics and capital forecasting tools.
• Perform attribution, forecasting, and balance sheet optimization analyses.
• Apply AI/ML to forecasting and automation; leverage LLMs for docs and rules.
• Present findings to senior management and collaborate with risk teams.

Skills

Quantitative analytics

Python

SQL

RWA forecasting

Capital optimization

AI/ML awareness

Communication

Education

Bachelor's or Master’s in Quantitative Field

CFA/FRM/CQF (nice to have)

Tools

Pandas/NumPy

Power BI

Databricks/PySpark

Azure

Git

Job description

Mizuho Financial Group Inc. seeks a Quantitative Strategist AVP for Balance Sheet Strategy & Financial Resource Analysis. You will build RWA analytics, forecast capital use, and optimize balance sheets across CCR, SA-CCR, SFT, CVA, and Market Risk, applying AI/ML to improve accuracy and automation.

You will collaborate with Treasury, Market Risk, Finance, and Validation teams, presenting insights to senior management and shaping capital allocation decisions.