Vice President, Stress Testing and Capital Analysis

Company: Mizuho Financial Group Inc.
Location: New York
Posted on: April 13, 2025

Job Description:

Vice President, Stress Testing and Capital AnalysisMizuho U.S. Operations is seeking a highly skilled and experienced individual to join our Stress Testing and Capital Analysis team as a Vice President. This role involves developing and enhancing stress testing scenarios, coordinating with stakeholders, and ensuring compliance with regulatory requirements.Responsibilities

• Scenario Design: Assist with design and implementation of new stress scenarios that are aligned with evolving market conditions, regulatory guidelines, and the bank's risk appetite.
• Scenario Expansion: Implement scenario expansion model on regulatory (CCAR) and other internal stress scenarios, evaluate accuracy and consistency of the scenarios.
• Scenario Evaluation: Continuously assess the market conditions and the bank's portfolio to assess the relevance of existing stress scenarios, making recommendations for improvements as needed.
• Stress Test Calculation: Liaise with risk managers and risk infrastructure partners to ensure correct implementation of stress tests in the calculation systems, provide analysis and signoffs.
• Stress Test Explains: Produce comprehensive stress test results explains that provide in-depth insights into the risk drivers, facilitating clear communication with risk management and other stakeholders.
• Capital Analysis: Perform the required capital impact analysis across all of Mizuho's capitalized entities. Develop a process for efficiently calculating capital impacts.
• Process Improvements: Develop tools and processes to improve stress testing accuracy, reliability, and attribution.
• Compliance: Perform periodic and timely updates to the relevant Stress Testing Policies, Standards, and Handbooks.
• Model Ownership: Maintain and update the models owned by the stress testing team to ensure compliance with Model Risk requirements.Qualifications
  • Bachelor's degree in a quantitative field such as Financial Engineering, Mathematics, or another relevant science. A master's degree in the same or a related field is preferred.
  • 5+ years of experience in Market Risk and/or Stress Testing within a large institutional bank, demonstrating a strong understanding of financial markets and risk management principles.
  • Proficiency in quantitative modeling, statistical analysis, and stress testing methodologies.
  • Strong knowledge of cash and derivative products within fixed income and equity asset classes.
  • Proficiency in programming languages and tools such as R, Python, SQL, VBA, Power BI, and Excel.
  • Strong project management and process management capabilities.
  • Effective communication skills: oral, written, listening and presentation.
  • Familiarity with regulatory requirements related to stress testing, including DFAST, CCAR, Basel III, and FRTB is a plus.The expected base salary ranges from $127,500 - $180,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus.#LI-HybridOther requirementsMizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process.Company OverviewMizuho Financial Group, Inc. is the 15th largest bank in the world as measured by total assets of -$2 trillion. Mizuho's 60,000 employees worldwide offer comprehensive financial services to clients in 35 countries and 800 offices throughout the Americas, EMEA and Asia. Mizuho Americas is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America. Through its acquisition of Greenhill, Mizuho provides M&A, restructuring and private capital advisory capabilities across Americas, Europe and Asia. Mizuho Americas employs approximately 3,500 professionals, and its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives, FX, custody and research. Visit www.mizuhoamericas.com.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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Keywords: Mizuho Financial Group Inc., Trenton , Vice President, Stress Testing and Capital Analysis, Executive , New York, New Jersey