Analyst/associate - Exposure Management

Mizuho UK

New York, NY, USA
Base: $83,500 - $115,000; bonus/equity: discretion...
Hybrid
Counterparty credit risk measurement
Pfe and ead modelling
Portfolio risk analysis
The candidate will work with a focused team of individuals tasked with establishing a quantitative measurement framework for counterparty credit risk exposures

Job Summary

  • The candidate will work with a focused team of individuals tasked with establishing a quantitative measurement framework for counterparty credit risk exposures.
  • Core Responsibilities include generating counterparty exposure reports for senior management and performing quantitative analysis of counterparty exposure such as initial margin and potential future exposure.
  • In addition to salary and a generous employee benefits package, including Medical, Dental and 401K plans, successful candidates are also eligible to receive a discretionary bonus.

Matching Summary

The candidate will work with a focused team of individuals tasked with establishing a quantitative measurement framework for counterparty credit risk exposures.

Salary

Base: $83,500 - $115,000; Bonus/Equity: Discretionary bonus; Benefits: Medical, Dental and 401K plans

Skills & Requirements

Must-have

  • Counterparty credit risk measurement
  • PFE and EAD modelling
  • Portfolio risk analysis
  • SIMM modelling
  • Derivative transactions risk management
  • Data quality and reporting infrastructure

Nice-to-have

  • Strong attention to detail
  • Team player and ability to work closely with partners
  • Hybrid working program

Key Requirements

  • Master’s degree in Quant Finance/Mathematics/Engineering
  • 0-3 years experience in finance industry
  • Python, VBA, SQL preferred
  • Knowledge of derivative products/counterparty credit risk preferred

Work Rights

Not specified

Tailored Resume

Cover Letter