Summary

Risk Manager responsible for overseeing Market Risk for Spread Products areas. Some of the key tasks include: working with trading desks to comply with risk framework/limits, understand and explain changes in risk (VaR, risk sensitivities, stress testing results, etc.); trade reviews, risk assessments and pre-approvals, analysis of market conditions, trading patterns and exposure trends; working with various functions to deploy new products and review policies and methodologies, improve reporting, models and risk analytics across covered products.

Responsibilities

• Market Risk monitoring, analysis, and reporting.

• Maintain and develop strong controls around risk exposures in compliance with business policies and procedures, methodologies and trading mandates.

• Work closely with traders covering Agency (MBS/TBAs/CMOs) and Non-Agency Securitized Products (ABS/CLO/RMBS/CMBS), Corporate Credit (IG/HY/EM Bonds/Lev Loans/CDS/CDX) and Municipal Products to ensure compliance with limits and risk appetite.

• Produce market commentaries and analysis of portfolio changes for senior management, regulators, and auditors.

• Work on projects to ensure market risk systems improvements in support of new products.

Qualifications

• 5+ years of experience in market risk management required.

• Direct experience with Spread Products market risk is required.

• Masters degree in a quantitative field is preferred.

• Demonstrable quantitative, analytical and communication skills.

• Strong attention to detail, self-learner, can develop creative solutions to new problems.

• Ability to work under pressure with tight time schedules in a trading desk environment.

The expected base salary ranges from $137,500 - $185,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered. 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.

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Other requirements

Mizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process.   

Company Overview

Mizuho Financial Group, Inc. is the 15th largest bank in the world as measured by total assets of ~$2 trillion. Mizuho's 60,000 employees worldwide offer comprehensive financial services to clients in 35 countries and 800 offices throughout the Americas, EMEA and Asia. Mizuho Americas is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America. Through its acquisition of Greenhill, Mizuho provides M&A, restructuring and private capital advisory capabilities across Americas, Europe and Asia. Mizuho Americas employs approximately 3,500 professionals, and its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives, FX, custody and research. Visit www.mizuhoamericas.com.

Mizuho Americas offers a competitive total rewards package.

We are an EEO/AA Employer - M/F/Disability/Veteran.

We participate in the E-Verify program.

We maintain a drug-free workplace and reserve the right to require pre- and post-hire drug testing as permitted by applicable law.

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