Market Risk Manager - Equity Derivatives

About the role

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

Requirements

• 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
• #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.
• #LI-MIZUHO

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