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

Mizuho UK

New York, New York, USA
$137,500 - $185,000; bonus/equity: discretionary b...
Hybrid
Quantitative market risk analytics
Value-at-risk and oas framework
Fixed income and securitized products
Responsible for developing methodologies and managing analytics for various risk models such as value-at-risk, stress testing, and capital models

Job Summary

  • Responsible for developing methodologies and managing analytics for various risk models such as value-at-risk, stress testing, and capital models.
  • The successful candidate will also provide analysis and feedback on changes to or introduction of new models at the firm.
  • 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

Responsible for developing methodologies and managing analytics for various risk models such as value-at-risk, stress testing, and capital models.

Salary

$137,500 - $185,000; Bonus/Equity: Discretionary bonus; Benefits: Medical, Dental and 401K plans

Skills & Requirements

Must-have

  • Quantitative market risk analytics
  • Value-at-Risk and OAS framework
  • Fixed income and securitized products
  • Develop and implement risk models
  • Python programming skills
  • Analyze large data sets

Nice-to-have

  • Effective communication with non-quantitative managers
  • Enhance risk analysis tools and dashboards
  • Project management and organizational skills

Key Requirements

  • 4-7 years of experience
  • Master's degree in quantitative field
  • Proficient programming skills in Python
  • Experience with PolyPaths software

Work Rights

Not specified

Tailored Resume

Cover Letter