Risk Manager responsible for overseeing Market Risk for Spread Products areas. Some of the key tasks include: working with trading desks to comply with risk framework/limits, understand and explain changes in risk (VaR, risk sensitivities, stress testing results, etc.); trade reviews, risk assessments and pre-approvals, analysis of market conditions, trading patterns and exposure trends; working with various functions to deploy new products and review policies and methodologies, improve reporting, models and risk analytics across covered products.
Responsibilities
Market Risk monitoring, analysis, and reporting.
Maintain and develop strong controls around risk exposures in compliance with business policies and procedures, methodologies and trading mandates.
Work closely with traders covering Agency (MBS/TBAs/CMOs) and Non-Agency Securitized Products (ABS/CLO/RMBS/CMBS), Corporate Credit (IG/HY/EM Bonds/Lev Loans/CDS/CDX) and Municipal Products to ensure compliance with limits and risk appetite.
Produce market commentaries and analysis of portfolio changes for senior management, regulators, and auditors.
Work on projects to ensure market risk systems improvements in support of new products.
Requirements
5+ years of experience in market risk management required.
Direct experience with Spread Products market risk is required.
Master's degree in a quantitative field is preferred.
Demonstrable quantitative, analytical and communication skills.
Strong attention to detail, self-learner, can develop creative solutions to new problems.
Ability to work under pressure with tight time schedules in a trading desk environment.
#LI-Hybrid
Other requirements
Company Overview
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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Benefits
Dental insurance401(k)Remote work optionsEquity / stock optionsPerformance bonus
Mizuho · Nyc (1285)