Hybrid Spread-Products Market Risk Analyst

Mizuho

New York (NY)

Hybrid

USD 95,000 - 115,000

Full time

14 days+

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Job summary

Mizuho in New York is seeking a Spread Products Market Risk Associate to monitor and report risk limits for covered trading desks. You will analyze VaR, risk sensitivities, and stress testing results, and explain changes in market risk to stakeholders.

You will collaborate with traders across Agency and Non-Agency securitized products, corporate credit, and municipal products to ensure limits align with risk appetite, and develop market commentary for senior management, regulators, and auditors.

Qualifications

2–5 years of experience in market risk management.
Direct experience with Spread Products market risk.
Master’s degree in a quantitative field.
Strong quantitative, analytical and communication skills.
Strong attention to detail; self-learner; capable of creative problem solving.
AI tools familiarity.
Ability to work under pressure in a trading desk environment.

Responsibilities

Market Risk monitoring, analysis, and reporting.
Maintain strong controls around risk exposures in line with policies and procedures.
Collaborate with traders across Agency and Non-Agency Securitized Products, Corporate Credit, and Municipal Products to manage limits and risk appetite.
Produce market commentaries and analyses for senior management, regulators, and auditors.
Work on projects to improve market risk systems and reporting.