
Senior Quantitative Analyst
2 days ago
Mizuho Global Services is a subsidiary company of Mizuho Bank, Ltd, one of the largest banks in Japan. Established in 2020, MGS provides remote banking and IT operations for domestic and overseas offices.
Our CultureWe value mutual respect, discipline, and transparency in all our processes and operations.
What We Offer- Exposure and learning opportunities
- Excellent career growth prospects
- A dynamic team of passionate leaders and mentors
- The chance to build things from scratch
- Develop and implement quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies to assess and manage financial risks.
- Demonstrate a good understanding of financial products, including derivatives, fixed income securities, equities, and foreign exchange.
- Broad knowledge of derivatives pricing and Greeks.
- Collaborate with the Risk Management team to enhance risk reporting frameworks.
- Perform data analysis, validation, and reconciliation to ensure accuracy and integrity of risk-related data.
- Utilize Python programming skills to build and maintain risk models, perform data analysis, and automate risk reporting processes.
- Bachelor's degree in Finance, Economics, Mathematics, Engineering or a related field.
- A Master's degree in a quantitative discipline is preferable.
- Previous experience in a bank, financial institution, or securities firm, preferably in a risk management or quantitative role.
- Some understanding of Regulations like Basel , FRTB etc.
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