Associate - Stress Testing And Capital Analysis

Mizuho UK

New York, New York, USA
Base: $95,000 - $115,000; bonus/equity: discretion...
Hybrid
Stress testing methodologies
Quantitative modeling
Statistical analysis
The Stress Testing and Capital Analysis team is responsible for the design, calculation, and analysis of stress testing scenarios and results across financial exposures

Job Summary

  • The Stress Testing and Capital Analysis team is responsible for the design, calculation, and analysis of stress testing scenarios and results across financial exposures.
  • Responsibilities include scenario design, expansion, evaluation, stress testing production, capital analysis, process improvements, governance, and model ownership.
  • The role requires a Bachelor's degree in a quantitative field and 2+ years of experience in Market Risk and/or Stress Testing within a large institutional bank.

Matching Summary

The Stress Testing and Capital Analysis team is responsible for the design, calculation, and analysis of stress testing scenarios and results across financial exposures.

Salary

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

Skills & Requirements

Must-have

  • Stress testing methodologies
  • Quantitative modeling
  • Statistical analysis
  • Data mining and gathering
  • Fixed income and equity products
  • Risk management principles

Nice-to-have

  • AI tools for model improvement
  • Project management capabilities
  • Process management capabilities
  • Effective communication skills

Key Requirements

  • 2+ years of experience
  • Bachelor's degree in quantitative field
  • Proficiency in R, Python, SQL, VBA, Power BI
  • Familiarity with DFAST, CCAR, Basel III, FRTB

Work Rights

Not specified

Tailored Resume

Cover Letter