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

Mizuho UK

New York City, USA
Base: $137,500 - $185,000; bonus/equity: discretio...
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Develop risk analytics for new products
Enhance infrastructure for risk models
Quantitative research for model changes
** Mizuho UK is seeking a Vice President for Market Risk Analytics with a focus on fixed income and securitized products in New York City. The role involves developing risk models, conducting quantitative research, and enhancing risk analytics frameworks while collaborating with various stakeholders. **

Job Summary

  • Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for various risk models.
  • Candidate will join the Risk Analytics group that partakes in the complete life cycle of model development: from methodology inception and design to local implementation and validation.
  • The expected base salary ranges from $137,500 - $185,000, in addition to a generous employee benefits package and a discretionary bonus.

Matching Summary

Match Score: 75

** Mizuho UK is seeking a Vice President for Market Risk Analytics with a focus on fixed income and securitized products in New York City. The role involves developing risk models, conducting quantitative research, and enhancing risk analytics frameworks while collaborating with various stakeholders. **

Salary

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

Skills & Requirements

Must-have

  • Develop risk analytics for new products
  • Enhance infrastructure for risk models
  • Quantitative research for model changes
  • Analyze model shortcomings and design remediation
  • Quantify and integrate uncaptured risks

Nice-to-have

  • Provide analysis and feedback on new models
  • Create tools and dashboards for risk analysis
  • Ongoing analytical support of the business

Key Requirements

  • 4-7 years of experience
  • Master’s degree in a quantitative field
  • Deep understanding of Value-at-Risk and OAS framework
  • Knowledge of pricing and risk models for financial derivatives
  • Proficient programming skills in Python
  • Experience with PolyPaths software strongly preferred

Work Rights

Not specified

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