Market Risk Manager - Equity Derivatives

Summary:

Risk manager responsible for supervising Market Risk for Equities. Key tasks include interpretation and challenge of risk trends (VaR, Stress, Sensitivities), identifying gaps within the control frameworks and developing transparency of inner portfolio dynamics ensuring reports keep pace with the business growth, leading deployment of new products, whilst utilizing AI to optimize efficiencies.

Responsibilities:

• Leading Market Risk monitoring, analysis, and reporting

• Strengthening transparency for new products /evolving risk profile

• Partnering with the Trading Desks (Cash,  Corporate Derivatives, QIS, Convertible Bonds, Swaps)

• Providing Senior Management within FO and Risk an interpretation of portfolio dynamics, market sensitivities

• Liasing with Risk Analytics to optimize the VAR model

• Leading internal projects to ensure market risk improves in support of existing and new products

• Utilizing AI to streamline processes and optimize efficiency

• Coach junior team member

Qualifications:

• 7+ years’ experience in Equity Market Risk, ideally with QIS and Corporate Derivatives exposure.

• Excellent quantitative, analytical and communication skills

• Ability to work under pressure with tight deadlines in a trading desk environment

• Confidence talking to trading and quants about the pricing models and risk dynamics, coupled with hedging strategies.

• An ability to simplify the technical and explain to management in layman terms.

• Comfortable handling large data

• Excel VBA, SQL and Python proficiency a strong plus

The expected base salary ranges from $165,000 - $235,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, including Medical, Dental and 401K plans, successful candidates are also eligible to receive a discretionary bonus.

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Other requirements

Mizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process.   

Company Overview

Mizuho Financial Group, Inc. is the 15th largest bank in the world as measured by total assets of ~$2 trillion. Mizuho's 60,000 employees worldwide offer comprehensive financial services to clients in 35 countries and 800 offices throughout the Americas, EMEA and Asia. Mizuho Americas is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America. Through its acquisition of Greenhill​, Mizuho provides M&A, restructuring and private capital advisory capabilities across Americas, Europe and Asia. Mizuho Americas employs approximately 3,500 professionals, and its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives, FX, custody and research. Visit www.mizuhoamericas.com.​​

Mizuho Americas offers a competitive total rewards package.

We are an EEO/AA Employer - M/F/Disability/Veteran.

We participate in the E-Verify program.

We maintain a drug-free workplace and reserve the right to require pre- and post-hire drug testing as permitted by applicable law.

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