Risk Technical Analyst

MUST be local to New York City, Hybrid Schedule

Salary up to $100k

No Sponsorship available, No Third Party Resumes will be accepted

In this role, you will be part of the NPE (New product Enablement) team whose purpose is to support Quants and Risk model validation efforts. The ideal candidate will specifically help generate and assess the calculated data quality, which is a critical function to ensure a rapid time to market for new products.

Assist Quants, Risk Analytics and Market Risk teams in generating the numbers out of the Murex & Calculation engine platforms (SIMM crif files, PL Vectors for VaR, Back testing, DRC, FRTB SA).

Troubleshoot issues related to generated data quality, validating required static / market data /scenarios and other valuation settings.

Rerun as needed data/files depending on various data requests from Risk Analytics/Quants users to provide end to end support on Risk framework.

Configure Murex environments, working 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 the 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.

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 to allow engagement 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 priorities.

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.