AdvancedQuantitativeRiskProfessional

Job Summary:

• Mizuho Global Services is seeking a talented and motivated individual to join our Risk Analytics team as a Quantitative Risk Analyst.
• The successful candidate will play a crucial role in supporting the risk assessment process.

Responsibilities:

• Assist in the development and implementation of quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies to assess and manage financial risks.

• Good knowledge of financial products, including derivatives, fixed income securities, equities, and foreign exchange.

• Basic understanding 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.