Quant Strategist, Balance Sheet & Capital Analytics AVP

Mizuho; New York (NY); On-site; USD 81,900 - 100,100; Full time

Benefits offered by this job

Discretionary bonus

Medical, Dental and 401K plans

Job summary

Mizuho in New York City is seeking a Quantitative Strategist (AVP) to advance Balance Sheet Strategy & Financial Resource Analysis. You will develop RWA analytics, capital forecasting tools, and balance sheet optimization across CCR, SFT, CVA, and Market Risk.

The role emphasizes applying AI/ML and LLMs to improve forecasting accuracy, automation, and regulatory rule interpretation, with significant interaction across Treasury, Risk, Finance, and senior leadership.

Qualifications

• Bachelor’s or master’s degree in a quantitative field.
• Professional certifications (CFA/FRM/CQF) are a plus.

Responsibilities

• Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across CCR, SA-CCR, SFT, CVA, and Market Risk.
• Perform RWA attribution, forecasting, and capital consumption analyses.
• Support Basel III Endgame implementation, including rule interpretation, impact assessments, and parallel runs.
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Apply AI / Machine Learning techniques to enhance forecasting and data quality.
• Leverage generative AI and LLMs to accelerate documentation and code development.
• Automate regulatory capital calculations and develop scalable analytics and reporting capabilities.
• Prepare methodology documentation in line with model governance standards.

Skills

Python

SQL

RWA analytics

Regulatory capital

AI/ML

Pandas

Power BI

Model governance

Education

Bachelor's or Master's in a quantitative field

CFA/FRM/CQF (optional)

Tools

Databricks

Snowflake

Azure

Git

PySpark

Job description

Mizuho in New York City is seeking a Quantitative Strategist (AVP) to advance Balance Sheet Strategy & Financial Resource Analysis. You will develop RWA analytics, capital forecasting tools, and balance sheet optimization across CCR, SFT, CVA, and Market Risk.

The role emphasizes applying AI/ML and LLMs to improve forecasting accuracy, automation, and regulatory rule interpretation, with significant interaction across Treasury, Risk, Finance, and senior leadership.