2027 Market Risk Analytics Associate

6th Ave) · 2 days ago

About the job

Summary Mizuho Americas Enterprise Risk Management is seeking an Associate in our Market Risk Analytics who will contribute to the development of methodologies, on-going enhancement and management of analytics for market risk models such as Value-at-Risk and capital models. The Risk Analytics team is responsible for the full life cycle of models, from model development and documentation to performance monitoring and testing, remediation and enhancement. Additionally, the team provides subject matter expertise on mathematical modelling approaches to various other model owners and developers in the Americas Risk Management department. Responsibilities • Develop, test, and document risk models...