Associate / Avp, Enterprise Risk - Historical Market Data

Summary:

MUSO Enterprise Risk is looking for a detail-oriented and motivated Assistant Vice President (AVP) to join the Historical Market Data (HMD) team. This role reports into the Head of Risk Appetite and Capital Analysis and focuses on managing the historical market data used in calculating Value at Risk (VaR), Stressed VaR (SVaR), and other key risk metrics. The ideal candidate will have a strong interest in financial markets, statistics, and data management, and be eager to learn and grow within a collaborative team environment.

Key Responsibilities:

• Lead front-to-back implementations of onboarding new time series data, including spot, curve, and volatility surface time series.

• Identify and propose solutions to data/IT issues and follow through to ensure proper implementation.

• Collaborate with senior team members and Risk Analytics to develop new proxy and backfill approaches.

• Contribute towards the development of enhanced tooling for time series data management, working closely with IT and Risk Analytics teams.

• Help prepare reports on data quality, proxy usage, and backfilling updates.

• Contribute to impact analyses related to changes in time series data and proxy improvements.

• Learn from and support senior team members in day-to-day tasks and projects.

Requirements:

• Master's degree in a quantitative field (e.g. Statistics, Financial Engineering, Mathematics, Economics, Data Science).

• 2-5 years of experience in financial services or data analysis.

• Ability to propose effective solutions to technical and data-related problems, and drive implementation to completion.

• Manage time series onboarding projects end-to-end, from understanding requirements to implementation and delivery.

• Ability to understand complex data/process flows.

• Proficiency in Python, SQL, Excel.

• Good communication skills and ability to work in a team-oriented environment.

The expected base salary ranges from $95,000 - $140,000. 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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