Vp - Market Risk Analytics (fixed Income & Securitized Products)

Mizuho UK

Base: $137,500 - $185,000; bonus: discretionary bo...
Hybrid
4-7 years quantitative modeling experience
Deep understanding of value-at-risk framework
Expertise in oas framework for fixed income
The VP will lead the complete life cycle of model development from methodology inception to validation for fixed income and securitized products

Job Summary

  • The VP will lead the complete life cycle of model development from methodology inception to validation for fixed income and securitized products.
  • Candidates are expected to develop tools and dashboards to enhance risk analysis and identify risks not captured by existing analytics.
  • The role offers a competitive base salary ranging from $137,500 to $185,000 along with a discretionary bonus and comprehensive benefits package.

Matching Summary

The VP will lead the complete life cycle of model development from methodology inception to validation for fixed income and securitized products.

Salary

Base: $137,500 - $185,000; Bonus: Discretionary bonus eligible; Benefits: Medical, Dental, 401K plans

Skills & Requirements

Must-have

  • 4-7 years quantitative modeling experience
  • Deep understanding of Value-at-Risk framework
  • Expertise in OAS framework for fixed income
  • Proficient programming skills in Python
  • Experience with prepayment models for MBS

Nice-to-have

  • Strong project management and organizational skills
  • Ability to communicate with non-quantitative managers
  • Experience with PolyPaths software preferred
  • Strong writing and presentation capabilities

Key Requirements

  • Master's degree in mathematics or physics
  • 4-7 years experience in market risk modeling
  • Knowledge of pricing models for financial derivatives

Work Rights

Not specified

Tailored Resume

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