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International Banking Client

VP, Credit Portfolio Management

  • New York, NY
  • Full Time

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Office Status: Hybrid

Salary: $105,000 – $180,000

Responsibilities:

  • Support enterprise credit risk monitoring and reporting across the capital markets credit portfolio. Assist in managing Mizuho’s overall counterparty exposure to clients and trading counterparties in the Americas.
  • Assist in the design, development, and execution of key enterprise counterparty credit risk reporting, ensuring visibility of trends / concentrations, limit monitoring, and key risks across portfolios and business lines while validating data accuracy. Reporting may be designed/developed for both internal risk and Front Office constituents. Collaborate with the capital markets team to validate the accuracy of various portfolio management reports.
  • Work with risk modeling team to further develop and refine counterparty stress testing models and stress testing limit frameworks.
  • Evaluate and assess the risks related to securities financing and derivatives transactions and identify and document any deviation from firm Risk Appetite as appropriate.
  • Support Risk Appetite matters including calibration of portfolio appetite limits linked to business strategy and entity capital and for compliance with various complex regulatory requirements. Coordinate with business line to ensure Mizuho’s business with trading counterparties is structured to fit within Risk appetite.
  • Monitor CCR Portfolio analytics and provide month-end commentary for senior management related to large exposure moves in identified concentrations and product exposure analysis across IR, FX and non-derivative transactions.
  • Ensure that Counterparty Credit Risk management practices reflect best practices and assist in adopting automation, streamlining processes, and identifying and implementing appropriate technology solutions.