Quantitative Strategist AVP – Basel III AI Capital Analytics

Mizuho Financial Group Inc.; City of Niagara Falls (NY); On-site; USD 91,000 - 145,000; Full time

Benefits offered by this job

Medical benefits

Dental benefits

401(k)

Job summary

Mizuho Financial Group Inc. in New York, NY seeks a Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP, to develop analytics for RWA, regulatory capital, and capital optimization across CCR, SA-CCR, SFT, CVA and Market Risk.

The role emphasizes Python, SQL, and AI-driven forecasting in a regulated environment. You will build data pipelines, implement BaselIII Endgame initiatives, support governance, and present findings to senior management while collaborating

Qualifications

• Bachelor's or master's degree in a quantitative field.
• 5–8 years of experience in regulatory capital or quantitative risk analytics at a large financial institution.
• Hands-on experience with Basel III Endgame, SA-CCR, CCR, and SFT.
• Experience applying AI/ML tools to financial analytics is highly desirable.

Responsibilities

• Develop and enhance quantitative analytics for RWA and regulatory capital across CCR, SA-CCR, SFT, CVA, and Market Risk.
• Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities.
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Apply AI/ML techniques and LLMs to improve forecasting, data quality, and process automation.
• Support BaselIII Endgame implementation, governance, and interactions with Model Validation and Regulatory Reporting.

Skills

Regulatory capital analytics

AI / ML in finance

Python

SQL

Education

Bachelor’s or Master’s degree in a quantitative field

Tools

Databricks

PySpark

Snowflake

Azure

Git

Job description

Mizuho Financial Group Inc. in New York, NY seeks a Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP, to develop analytics for RWA, regulatory capital, and capital optimization across CCR, SA-CCR, SFT, CVA and Market Risk.

The role emphasizes Python, SQL, and AI-driven forecasting in a regulated environment. You will build data pipelines, implement BaselIII Endgame initiatives, support governance, and present findings to senior management while collaborating