Cross Asset – Risk Technology Analyst

Why Mizuho

At Mizuho, we provide the stability of an international industry leader with the career trajectory of a growing business. Our steady, strategic growth gives our people at all levels rewarding degrees of responsibility and richer work experience than a boutique firm or an established giant could offer alone.
It's the local expertise of our employees that makes our global network so powerful. By collaborating with colleagues and clients who have the same ambition and drive, you can amplify your sphere of influence and base of knowledge as part of one of the largest—and growing—banks in the world.

The Risk Tech Analyst will be part of the NPE (New product Enablement) team whose purpose is to support Quants and Risk models validation efforts. The Risk Tech Analyst will specifically help generate and assess the calculated data quality, which is a critical function to ensure a rapid time to market of new products.

Support

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, Backtesting, DRC, FRTB SA)
Troubleshoot issues related to generated data quality, validate 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.

Business Solution Evolution

Configure Murex environments, working with FO-IT & RISK-IT, to enable requested calculations.
Support the evolution of the automation of the 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 port 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.

Qualifications:

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.

Organization Overview:
Mizuho Global Services (MGS), Pune is an integral part of Mizuho Financial Group, one of the world's leading financial institutions with a strong global presence across the Americas, EMEA, and Asia. Based in India, MGS Pune supports Mizuho's international businesses by delivering high-quality, scalable, and resilient services across multiple functions.
MGS Pune plays a critical role in driving operational excellence, standardization, and innovation for Mizuho Americas. By combining deep domain expertise with strong process, technology, and analytical capabilities, it partners closely with regional and global teams to support corporate and investment banking, capital markets, and corporate services functions, while adhering to the highest standards of risk management, regulatory compliance, and control.
MGS Pune offers competitive compensation and benefits package aligned with industry standards and local market practices.
MGS Pune is an equal opportunity employer and is committed to fostering an inclusive and diverse workplace.
Employment is subject to applicable background verification checks in accordance with Indian laws and company policies.