Senior VP, Exposure Management - Quantitative Credit Risk

Mizuho Financial Group Inc.; City of Niagara Falls (NY); Híbrido; USD 153.000 - 235.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Discretionary bonus

Medical coverage

Dental coverage

401K plan

Descripción de la vacante

Mizuho Americas is seeking a Senior VP or Director in Exposure Management to establish a quantitative framework for counterparty credit risk and oversee SIMM model governance within Credit Risk Management. The role collaborates with Capital Markets Credit and IT to implement risk quantification and reporting.

Applicants should have 8-10+ years in quantitative risk, strong OTC derivatives knowledge, and an advanced quantitative degree.

Formación

• 8-10+ years of direct experience in quantitative counterparty credit risk management.
• Extensive OTC derivatives, listed derivatives, and financing product expertise and experience.
• Strong quantitative skills in data analysis using Excel, Access, Python.
• Advanced degree in quantitative discipline.

Responsabilidades

• Oversee the performance of the regulatory required SIMM model and improve existing processes.
• Contribute to a focused team to establish and continually develop the Quantitative Exposure Management framework.
• Develop and utilize analytics to measure counterparty credit risk for limits, capital, and analysis.
• Develop and maintain methodologies and analytics related to haircuts/Independent-Amounts/Initial-Margin.

Conocimientos

OTC derivatives experience

Quantitative risk analytics

Counterparty credit risk

Data analysis

Educación

Advanced degree in quantitative discipline

Herramientas

Python

Excel

Access

Descripción del empleo

Mizuho Americas is seeking a Senior VP or Director in Exposure Management to establish a quantitative framework for counterparty credit risk and oversee SIMM model governance within Credit Risk Management. The role collaborates with Capital Markets Credit and IT to implement risk quantification and reporting.

Applicants should have 8-10+ years in quantitative risk, strong OTC derivatives knowledge, and an advanced quantitative degree.