仕事内容

◇所属部署
リスク管理グループ リスク統括部

◇職務内容
• The Global Risk Analytics team is part of the Global Risk Platform Office under Mizuho Financial Group Risk Management Department. The Global Risk Analytics team is responsible for developing and enhancing risk methodologies on Market Risk and Counterparty Credit Risk as well as supervising their implementation for all Mizuho entities (Tokyo, London, Amsterdam, Hong Kong, Singapore). It also provides the necessary oversight on effectiveness of the global risk operating model, ensuring that key risks aggregated are highlighted at the appropriate level.
• The Risk Analytics team operates across multiple regions and work closely with the Global Technology Team located in London and Tokyo.
• The primary purpose of the role is to help progress Mizuho wide Business initiatives, both in the internal risk management and regulatory risk space.
• Responsible for producing risk calculations to be implemented in the Global Risk Platform, to be consumed and utilised throughout the Mizuho Group, to identify, quantify and communicate key risks.
• Support the onboarding of new products and the change of upstream valuation system into the Global Risk Plateform.
• Understand and communicate the risk metrics within the global risk platform, performing detailed analysis of the risk profile of each entity as and when required e.g. what-if, impact analysis.
• Ensure future development in the form of requirements from all stakeholders are clearly understood and agreed globally, and prioritised by IT.
•Ensure IT solutions developed are fit for purpose and meet all the requirements through extensive testing.
• Proactively participate in the global project to ensure the project deliverables to satisfy all global and local regulatory requirements.

応募資格

◇言語
日本語（ネイティブレベル）、英語（ビジネスレベル）
※国籍の制限はなし。
◇職種業界経験
• Demonstrated experience in financial risk measurement models and risk analysis
• Demonstrated experience in participating in risk system development or Front Office Pricing as a core member
• Good understanding of Market Risk methodologies (Value-at-Risk, Stress Tests) as well as Securities and derivative products
• Good understanding of financial calculations (e.g. curve and surface constructions etc.) and derivatives pricing models for both vanilla and Exotics on Fixed Income and Equity Assets
• Good coding skills in both relational database queries e.g. SQL and an object-oriented language
• Preferable to have experience programming in a data analysis language, Python
◇資格
• Masters Degrees in a numerate discipline or equivalent experience in Finance