Director, Stress Testing and Capital Analysis

The Americas Risk Management unit is responsible for monitoring and evaluating risks across a number of categories within Mizuho U.S Operations, keeping them contained within management’s appetite by implementing policies and procedures to minimize losses and improve efficiency. The Stress Testing and Capital Analysis team sits within the firm’s Enterprise Risk Management (ERM) function and is responsible for the design, calculation, and analysis of stress testing scenarios and results across financial exposures that contribute to the firm’s capital usage.

Requirements

• Bachelor's degree in a quantitative field such as Financial Engineering, Mathematics, or another relevant science; master's degree preferred
• 6-10 years of experience in Market Risk and/or Stress Testing within a large institutional bank, demonstrating strong knowledge of financial markets and risk management principles
• Strong leadership and communication skills, with the ability to collaborate with diverse teams and present complex information to senior management
• Proficiency in data mining, quantitative modeling, statistical analysis, and stress testing methodologies
• Ability to use R, Python, SQL, VBA, and Power BI for statistical and econometric analysis
• Ability to leverage AI tools (e.g., Copilot) to improve models and processes
• Effective oral, written, listening, and presentation skills
• Familiarity with regulatory requirements related to stress testing, including DFAST, CCAR, Basel III, and FRTB

Benefits

• Generous employee benefits package, including Medical, Dental and 401K plans
• Discretionary bonus