2027 Market Risk Analytics Associate

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 and analytics for new products

• Support the enhancement of risk analytics infrastructure to implement new risk analytics models,

including controls to monitor their performance

• Perform quantitative research to support model changes, enhancements and remediation plans

• Partner with stakeholders across business and functional teams during model development,

implementation and remediation processes

• Create tools and dashboards which can enhance and improve risk analysis

• Identify and analyze existing model weaknesses and design remediation plans

• Maintain, update, improve and back-test risk models

• Identify risk not adequately captured by risk analytics, develop and implement approaches to

quantify the materiality, and design strategic plans to better integrate and manage such risk.

Qualifications

• Graduate and undergraduate degrees in quantitative disciplines such as Mathematics, Statistics,

Physics, Engineering

• Understanding of Value-at-Risk models and market risk concepts preferred

• Knowledge of pricing and risk models for financial derivatives

• Strong analytical skills quantitative problem-solving

• Strong project, management, and organizational skills

• Strong writing and presentation skills

• Proficient programming skills in python and database expertise

• Ability to manage and analyze large data sets

• Ability to work effectively in a collaborative, cross-functional environment.

Salary: $95k - $115k

Applicants must be currently authorized to work in the United States on a full-time basis. Mizuho does not sponsor applicants for work visas or offer any employment-based immigration sponsorship for this position.  This includes, but is not limited to, any sponsorship or administrative assistance or execution of any documentation related to F-1 (CPT/OPT/STEM OPT), TN, O-1, E-3, H-1B1 or H-1B application(s).

Greenhill & Co., Inc., part of Mizuho Americas, is focused on providing financial advice on significant mergers, acquisitions, restructurings, financings and capital raising to corporations, partnerships, institutions and governments globally. It acts on behalf of clients throughout the world from its offices in the Americas, EMEA, and APAC.