Equity Market Risk, AVP / VP

Full Time @Mizuho Financial Group posted 6 months ago

Job Description

The candidate will be working with the current team of risk managers covering the US Equities trading desks across three booking / legal entities.  The role will include performing daily VaR/risk exposure reporting, reviewing risk positions, discussing risk exposures with the Equity Market Risk team and traders, escalating issues when necessary, assisting in building out a more detailed limit framework for the Equity Derivatives business, daily and weekly review of stress scenario results, monitoring correlation (Equity/Equity, Equity/FX) risk in the Equity Derivatives business, and working with the IPV team quantifying monthly reserves.

Requirements:

  • 5-8 years’ experience in either or combination of Equity trading and/or Equity Market Risk
  • Strong analytical background and understanding of Equity Derivatives product attributes and risk profiles
  • Experience risk monitoring of Equity Exotic Options (Autocallables, Asians, Averaging Style Options, Barriers, Call Spreads, etc.)
  • Knowledge of the pricing models used for the same Equity Exotic Options
  • Ability to understand and monitor correlation risk
  • Experience in usage and retention of volatility surface time series data, surface normalization, pillar extrapolation / interpolation methods
  • Knowledge of commonly applied stress scenarios and position levers to impacting stress scenario outcomes / Pl results
  • VB / DB Programming skills
  • Previous Experience with Murex platform is preferred

Company Overview

Mizuho Americas is a leading financial institution comprising several legal entities, which together offer clients corporate and investment banking, financing, securities, treasury services, asset management, research and more. Mizuho’s operations in the Americas connect a broad client base of major corporations, financial institutions and public sector groups to local markets and a vast global network. Mizuho Americas is an integral part of the Japan-based Mizuho Financial Group, Inc. (NYSE: MFG), which is comprised of offices in nearly 40 countries, approximately 60,000 employees, and assets of more than USD 1.8 trillion. Learn more at mizuhoamericas.com.

Mizuho Bank Ltd. 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 perform pre-employment substance abuse testing.

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