
Senior Quantitative Risk Specialist
2 days ago
Mizuho Global Services Pvt Ltd is a subsidiary company of one of the largest banks in Japan. Our captive global processing centre remotely handles banking and IT operations of our domestic and overseas offices.
We value ethical values and support diversity for our talent pool. Our development direction is guided by Mutual Respect, Discipline, and Transparency.
- As a Risk Analyst, you will be part of our Analytics team.
- You will play a crucial role in supporting risk assessment and have experience in financial products, coding using Python.
The role requires:
- Developing and implementing quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies.
- Good knowledge of financial products, including derivatives, fixed income securities, equities, and foreign exchange.
- Basic understanding of derivatives pricing and Greeks.
- Collaborating with the Risk Management team to enhance risk reporting frameworks.
- Performing data analysis, validation, and reconciliation to ensure accuracy and integrity of risk-related data.
- Utilizing Python programming skills to build and maintain risk models.
Qualifications: Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related field. A Master's degree in a quantitative discipline is preferable.
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