Mizuho Bank Ltd
Treasury VP, Derivatives Analytics
Mizuho Bank Ltd, New York, New York, us, 10261
Summary
Mizuho Capital Markets Treasury is seeking a VP Treasury Derivatives Analytics. The candidate will be a member of a team responsible for managing and reporting the risks associated with derivatives entities and swap dealers.
The candidate will have a deep understanding of Treasury concepts including cash flow forecasting, stress testing, funds transfer pricing, and asset/liability management. This role will be a subject matter expert in derivatives products for the Capital Markets Treasury. The role involves understanding the complexity of managing risk across large portfolios of derivatives including associated risk factors across the regional level and within individual legal entities.
Key ResponsibilitiesAnalyze derivatives portfolios across legal entities to identify liquidity risks arising from ISDA/CSAs, exchange margin requirements, structured notes, and potential liquidity outflows as a result of extreme market conditionsDrive improvements to liquidity forecasting and perform scenario analytics on the portfolio to uncover pockets of riskDevelop strong partnerships with key stakeholders across trading desks, Risk, Finance, and Technology teamsIdentify data gaps and improve data sources to ensure relevant information can be identified and utilized to model stress resultsImplement risk analysis tools to allow for deeper understanding of risk drivers and changesUnderstand and quantify the impacts from model and parameter assumptions (quantitative and qualitative) employed within the scenario analysisStrategic Balance Sheet Recommendations: Collaborate with Treasury ALM functions to provide strategic insights for optimizing the balance sheet and liquidity across various legal entities and business unitsQualifications:
Professional Experience: strong background in Finance, Treasury, Risk, or Quantitative Model Development. Preference for candidates with experience within a global banking institution.Murex experienceStrong record of work experience in financial service industry with good exposure to operational processes, financial products, and/ or risk management activitiesComfortable handling large quantity of data with an ability to roll up your sleeves and work in a fast-paced environmentExcellent written and verbal communication skills with the ability to distill complex concepts into clear, concise messages for a range of audiencesStrong interpersonal skills with ability to be a team player. Experience developing and maintaining relationships across various departments
The expected base salary ranges from $96,250 - $175,000. 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, successful candidates are eligible to receive a discretionary bonus.
#Hybrid
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.
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 perform pre-employment substance abuse testing.
#LI-MIZUHO
Mizuho Capital Markets Treasury is seeking a VP Treasury Derivatives Analytics. The candidate will be a member of a team responsible for managing and reporting the risks associated with derivatives entities and swap dealers.
The candidate will have a deep understanding of Treasury concepts including cash flow forecasting, stress testing, funds transfer pricing, and asset/liability management. This role will be a subject matter expert in derivatives products for the Capital Markets Treasury. The role involves understanding the complexity of managing risk across large portfolios of derivatives including associated risk factors across the regional level and within individual legal entities.
Key ResponsibilitiesAnalyze derivatives portfolios across legal entities to identify liquidity risks arising from ISDA/CSAs, exchange margin requirements, structured notes, and potential liquidity outflows as a result of extreme market conditionsDrive improvements to liquidity forecasting and perform scenario analytics on the portfolio to uncover pockets of riskDevelop strong partnerships with key stakeholders across trading desks, Risk, Finance, and Technology teamsIdentify data gaps and improve data sources to ensure relevant information can be identified and utilized to model stress resultsImplement risk analysis tools to allow for deeper understanding of risk drivers and changesUnderstand and quantify the impacts from model and parameter assumptions (quantitative and qualitative) employed within the scenario analysisStrategic Balance Sheet Recommendations: Collaborate with Treasury ALM functions to provide strategic insights for optimizing the balance sheet and liquidity across various legal entities and business unitsQualifications:
Professional Experience: strong background in Finance, Treasury, Risk, or Quantitative Model Development. Preference for candidates with experience within a global banking institution.Murex experienceStrong record of work experience in financial service industry with good exposure to operational processes, financial products, and/ or risk management activitiesComfortable handling large quantity of data with an ability to roll up your sleeves and work in a fast-paced environmentExcellent written and verbal communication skills with the ability to distill complex concepts into clear, concise messages for a range of audiencesStrong interpersonal skills with ability to be a team player. Experience developing and maintaining relationships across various departments
The expected base salary ranges from $96,250 - $175,000. 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, successful candidates are eligible to receive a discretionary bonus.
#Hybrid
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.
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 perform pre-employment substance abuse testing.
#LI-MIZUHO