Director of Historical Market Data Americas Risk Management - Mizuho Bank : Job Details

We are seeking a highly skilled and experienced Director to lead our team responsible for data governance of historical market data used in calculating VaR, SVaR, and other Market Risk metrics. You will have a strong background in market risk and data management. You are a strategic thinker with excellent leadership skills to drive the team towards achieving organizational goals.

Key responsibilities include:

• Manage historical market risk factor time series for all traded products including defining data sources, collecting and validating data, and developing and applying data quality controls.
• Develop, enhance, and own historical market data management application.
• Collaborate with model developers, sharing expertise in the various methods used in anomaly detection and backfilling methodologies.
• Work closely with Risk Analytics, Market Risk managers, and the Front Office to ensure appropriate proxy application.
• Develop and implement data governance processes and reporting on time series data quality, proxy use, etc.
• Provide impact analysis related to implementation of new time series and changes in time series, including improved proxies and incorporation of native time series.
• Manage monthly SVaR period determination and implementation, providing impact analyses and explanations.
• Manage and train junior team members.

Requirements include:

• Masters degree in a quantitative field, ie econometrics, statistics, data science, quantitative finance, mathematics, etc.
• 8+ years relevant experience in an investment bank with proven experience in time series management.
• Demonstrable familiarity with data availability across Interest Rates, FX, Credit, and Equity asset classes.
• Experience building productive working relationships with Market Risk managers, quants, and IT partners.
• Experience with derivatives in any asset class.
• Proficiency in process improvement and platform ownership.
• Strong business, analytical, quantitative, problem-solving and decision-making skills.
• Proven experience of team leadership, career development of others and developing junior staff.
• Superior communication skills: both written and oral with technical and non-technical staff.

The expected base salary ranges from $170,000 to $235,000. 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.

Mizuho 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.

Mizuho 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.