Associate - Stress Testing And Capital Analysis

Mizuho UK

Base: $95,000 - $115,000; bonus/equity: discretion...
Hybrid
Stress testing scenario design and implementation
Quantitative modeling and statistical analysis proficiency
Programming skills in r, python, sql, vba, power bi
The role is responsible for designing, calculating, and analyzing stress testing scenarios across financial exposures to support the firm's capital usage

Job Summary

  • The role is responsible for designing, calculating, and analyzing stress testing scenarios across financial exposures to support the firm's capital usage.
  • Candidates will execute stress loss calculations based on CCAR scenarios and produce RWA forecasts as part of the annual Risk Appetite process.
  • Successful candidates are eligible for a discretionary bonus in addition to a competitive salary range and generous employee benefits package.

Matching Summary

The role is responsible for designing, calculating, and analyzing stress testing scenarios across financial exposures to support the firm's capital usage.

Salary

Base: $95,000 - $115,000; Bonus/Equity: Discretionary bonus available; Benefits: Medical, Dental, 401K plans

Skills & Requirements

Must-have

  • Stress testing scenario design and implementation
  • Quantitative modeling and statistical analysis proficiency
  • Programming skills in R, Python, SQL, VBA, Power BI

Nice-to-have

  • Ability to leverage AI tools for model improvement
  • Strong project management and process management capabilities
  • Effective oral and written communication skills

Key Requirements

  • Bachelor's degree in quantitative field (Master's preferred)
  • 2+ years experience in Market Risk or Stress Testing
  • Knowledge of DFAST, CCAR, Basel III, and FRTB regulations

Work Rights

Not specified

Tailored Resume

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