International Banking Client
Office Status: Hybrid
Salary: $68,000 – $135,000
Responsibilities
- Perform market and credit risk capital calculations for all Mizuho Americas businesses and products (banking, broker-dealer, and derivatives trading)
- Conduct quantitative analysis to explain variations in the risk capitals under US and Japanese Basel approaches.
- Prepare and distribute various reports of risk capitals.
- Liaise with all Mizuho entities in the collection and integration of risk and capital data.
- Prepare analysis in response to audit and regulatory inquires on risk capitals.
- Help with the statistical analyses in forecasting risk capitals.
- Participate in the initiative to consolidate all capital calculations.
- Set up and automate new capital calculations and reporting process as necessary.