
Risk Modeller and Financial Analyst
3 days ago
Mizuho Global Services is a subsidiary of one of Japan's largest banks, established to create a captive global processing centre for handling banking and IT operations worldwide.
We are committed to a culture driven by ethical values, supporting diversity in all its forms. Our development strategy is based on three key pillars: Mutual Respect, Discipline, and Transparency.
The role offers immense exposure and learning opportunities, excellent career growth, the chance to work with passionate leaders, and the ability to build things from scratch.
Job Title : Quantitative Risk Analyst
Job Summary:
- We seek a talented individual to join our Risk Analytics team as a Quantitative Risk Analyst.
- The successful candidate will play a crucial role in supporting risk assessment.
- This role requires a good understanding of financial products, experience in a bank or securities firm, and proficiency in coding using Python.
Responsibilities:
Risk Modelling:
Assist in developing and implementing quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies to assess and manage financial risks.
Financial Products Knowledge:
Good knowledge of derivatives, fixed income securities, equities, and foreign exchange.
Derivatives Pricing:
Basic understanding of derivatives pricing and Greeks.
Collaboration:
Collaborate with the Risk Management team globally to enhance risk reporting frameworks.
Data Analysis:
Perform data analysis, validation, and reconciliation to ensure accuracy and integrity of risk-related data.
Programming Skills:
Utilize Python programming skills to build and maintain risk models, perform data analysis, and automate risk reporting processes.
Qualifications:
Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related field. A Master's degree in a quantitative discipline is preferable.
Desirable Qualifications:
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.
Beyond these requirements, we offer a competitive compensation package that reflects your skills and qualifications.
Aurum Q Park, Ghansoli, Navi Mumbai 400710.
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