Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP

Position

Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP

Location:

New York, NY (On site)

Employment Type:

Full-Time

• Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across Counter party Credit Risk (CCR), SA-CCR, Securities Financing Transactions (SFT), Credit Valuation Adjustment (CVA), and Market Risk.
• Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities.
• Support BaselIII Endgame implementation, including rule interpretation, impact assessments, and parallel runs.
• Build and maintain Python‑based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Apply AI / Machine Learning techniques to enhance forecasting, pattern detection, data quality, and analytical accuracy.
• Leverage generative AI and Large Language Models (LLMs) to accelerate documentation, code development, rule interpretation, and process automation.
• Automate regulatory capital calculations and develop scalable analytics and reporting capabilities.
• Prepare methodology documentation and analytical specifications in line with model governance standards (SR26‑2).
• Support interactions with Model Validation, Internal Audit, Regulatory Reporting, and regulators.
• Present analytical findings and capital impacts to business and senior management stakeholders.

• Bachelor’s or master’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Economics, Engineering, Computer Science, Data Science, or a related quantitative field.
• Professional certifications such as CFA, FRM, PRM, or CQF are a plus.

• 5–8 years of experience in regulatory capital, financial resource management, balance sheet management, or quantitative risk analytics at a large financial institution.
• Hands‑on experience with SA‑CCR, CCR, SFT, BA‑CVA, Market Risk Capital, or BaselIII Endgame.
• Practical experience applying AI / machine learning or generative AI tools in a financial or analytical context is highly desirable.

• Regulatory:
  Strong knowledge of BaselIII / U.S. BaselIII Endgame, SA‑CCR, CCR, SFT, BA‑CVA, Market Risk Capital, and RWA methodologies.
• Quantitative:
  Model development, statistical analysis, forecasting, and exposure measurement; solid understanding of derivatives and securities financing.
• AI & Machine Learning:
  Familiarity with ML frameworks (e.g., scikit‑learn, Tensor Flow, PyTorch), generative AI / LLMs, and their application to analytics, automation, and productivity. Awareness of AI governance and model risk considerations.
• Technology:
  Advanced Python and SQL;
  Pandas / Num Py and Power BI. Databricks, PySpark, Snowflake, Azure, and Git preferred.

• Strong analytical and problem‑solving abilities.
• Clear communication of technical concepts to non‑technical audiences.
• Intellectual curiosity and eagerness to adopt emerging AI‑driven tools and techniques.
• Detail‑oriented, self‑motivated, and able to manage multiple priorities in a fast‑paced, regulated environment.

Mizuho has a hybrid working program. Remote work opportunities depend on the role, departmental needs, and local regulations. Some positions may require more in‑office presence, which will be communicated during hiring.

• Competitive base salary ranging from $91,000–$145,000, adjusted for skills, experience, education, and certifications.
• Performance‑based discretionary bonus.
• Comprehensive benefits package including Medical, Dental, and 401(k). Additional benefits details available upon request.

We are an EEO/AA Employer – M/F/Disability/Veteran. We participate in the E‑Verify program.