Officer, Credit Risk Management

Credit Risk Management Unit (CRMU) within Risk Management Division Americas (RMDA) is seeking a multi-skilled risk analyst with a quantitative background to join the valuation and analytics team. The position is based in New York and provides the opportunity to acquire a firm-wide perspective of Mizuho’s business in the Americas.  

Principal Duties and Responsibilities: This role encompasses activities associated with fair value calculation, risk monitoring and quantitative analytics. 

Fair Value Calculation:
This roll will be responsible for the pricing of credit investment and trading products such as asset backed securities, collateralized debt obligations, credit derivatives, and leveraged loans. Prices that CRMU reports will be used for both managerial and financial accounting purposes. Successful candidates will therefore need to be highly disciplined and must be able to pay attention to details.

Risk Monitoring: Risk monitoring will center on the daily valuation and periodic risk analysis of assets that are classified as either trading or available–for-sale (AFS). 

Quantitative Analytics: This role will be also responsible for quantitatate research and model development. Projects vary from model parameter estimation to the development of portfolio analytics tools. Successful candidates will be result-oriented and delivery-focused.

Required Experiences and Skills

Management Responsibilities
The position does not manage any other employees and directly reports to Assistant Vice President who oversees the team of credit risk analysts. The candidate must be a self-starter to proactively look for potential problems and implement solutions with minimum supervision. 

Note
This job description is based on existing assignments and is subject to change depending on business conditions and internal staff movements.- Mizuho is a global financial institution, and New York Branch frequently interacts with foreign branches and group companies. While you do not have to be able to speak foreign languages, flexibility and open-mindedness to not only non-U.S. business practice but also Japanese corporate culture are much appreciated.

We are proud to be an EEO/AA employer M/F/D/V. We maintain a drug-free workplace and perform pre-employment substance abuse testing.