The Risk Management Division, Americas Department (RMDA) is responsible for monitoring, reporting, analyzing and recommending necessary actions across four core risk functions -- credit risk, market risk, liquidity risk and operational risk. The scope of RMDA's responsibility extends to all regional risk activities of MHBK New York Branch and MHBK (USA). In addition, RMDA has responsibility for coordinating and reporting to various risk governance committees certain risk exposures on behalf of non-bank Mizuho affiliated companies in the U.S., Mizuho's Canadian and Los Angeles branches, and Banco Mizuho do Brasil.
Responsible for the production of daily risk management reports, scheduled reports to Head Office and periodic report and/or memorandum to New York senior management, other Units and/or Divisions. Identify and measure market-related risks undertaken by the Americas Treasury Department. Monitor market-related risks against predefined limits established by senior management. Document exceptions to stated policy and procedures. Conduct certain internal control functions.
Principal Duties and Responsibilities
- Generate and monitor the integrity of various risk management reports
- Reconcile position and P/L
- Calculate profit and loss figures
- Calculate Value-At-Risk (VAR) and Stress Test results
- Daily review of all new trading positions
- Design and update of system map and workflow
- Assess valuation model differences
- Independently confirm system produced revenue information
- Assist in analyzing the Risk Management reports to determine the bank's aggregate risk exposure
- Assume other duties as assigned
- Eligible to work in the US
- Bachelor's degree in quantitative discipline (Actuarial Science, Mathematics, Statistics, etc)
- 1-2 years of relevant work experience
- Strong mathematical/quantitative knowledge
- Excel (intermediate) and Word proficiency is a prerequisite, along with knowledge in spreadsheet base macros such as Visual Basic etc.
- Good organizational and follow-up skills and the ability to work and solve quantitative problems under the pressure of deadlines
- Detail oriented and process work accurately
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.