Associate / AVP, Portfolio Risk (Market Risk Capital Calculation)

Full Time

International Banking Client

Office Status: Hybrid

Salary: $68,000 – $135,000


  • 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.
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