Risk Tech Analyst

About the Role Join Mizuho as a Risk Tech Analyst on the NPE team to support Quants and Risk model validation efforts, focusing on generating and assessing calculated data quality to enable rapid time-to-market of new products. What You'll Do

• Assist Quants, Risk Analytics and Market Risk teams in generating numbers from the Murex and Calculation engine platforms (SIMM crif files, PL Vectors for VaR, Backtesting, DRC, FRTB SA).
• Troubleshoot data quality issues, validate required static/market data/scenarios and other valuation settings.
• Rerun data/files per various data requests from Risk Analytics/Quants users to provide end-to-end support on Risk framework.
• Configure Murex environments with FO-IT & RISK-IT to enable requested calculations.
• Support the evolution of the automation of data generation by giving continuous feedback to the Market Risk development team managing local calculation platforms (Murex, Polypath, BER).
• Support the implementation of new products/models within the Murex and Polypath Calculation platforms & other in-house applications used at Mizuho.
• Support mapping configurations and data preparation required for integration with the Global Risk platform – Matsuri.
• Escalate problems proactively and ensure all stakeholders are kept aware of issues and their development.
• Develop test plans for enhancements & new products initiated by Front office, or Risk and requiring analytics documentation/validation.
• Create and maintain a knowledge base, support scripts, documentation and procedures.
• Collaborate with different IT teams to support multi-platforms’ integration and risk data generation effort. What We're Looking For
• At least 3+ years of experience supporting a Derivatives line of business (IRD, FXO, EQD) or a Market Risk cross Asset or cross-platform implementation, preferably using Murex 3.1.
• Working knowledge in derivatives analytics allowing to engage with Risk Managers.
• Working knowledge of Market Risk practices (stress testing, VaR, FRTB, Time Series and valuation).
• Familiarity with core calculation modules (Pricing/Position management/risk management).
• Usage of SQL, experience in Python, ANT scripting, JSON format.
• Ability to multitask several ongoing issues & assess priority.
• Effective interpersonal skills and relationship-building skills.
• Strong written and verbal communication skills.
• Strong analytical and problem-solving abilities with keen attention to detail.
• Self-motivated and directed, with the ability to effectively prioritize and execute tasks in a high-pressure environment. Compensation & Benefits
• The expected base salary ranges from $70k-$100k. 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.