CreditRisk Analytics, Vice President

Mizuho Americas

3.6

(5)

New York, NY

Why you should apply for a job to Mizuho Americas:

  • 4.3/5 in supportive management
  • 80% say women are treated fairly and equally to men
  • 80% say the CEO supports gender diversity
  • Ratings are based on anonymous reviews by Fairygodboss members.
  • Paid maternity leave is available from 1 month before the due date to 2 months after the due date.
  • Our Employee Resource Groups advance diversity & inclusion by encouraging colleagues to pursue programming that is purposeful & impactful.
  • Mizuho offers the option of flexible working hours, such as flextime and staggered working hours, to suit the needs of each workplace.
  • #R7004

    Position summary

    or wholesale and commercial portfolios, supporting stress testing and regulatorily compliant risk frameworks.

    • Oversee ongoing support, performance monitoring, and enhancement of the existing suite of credit models; develop methodologies and algorithms for new models and risk analytics initiatives.

    • Apply AI and analytics tools to improve the function's efficiency (e.g., to perform and document ongoing model monitoring tests, including sensitivity analyses).

    • Lead the implementation of model changes and remediation plans using advanced statistical techniques.

    • Work with stakeholders across business and functional teams, including Model Risk Management, during model development, validation, and implementation to ensure rigorous testing, well-documented methodologies, and compliance with internal and regulatory requirements.

    • Support internal and external remediation, regulatory submissions, and discussions with regulators and control functions as a subject matter expert; address feedback from regulators and Internal Audit.

    Qualifications:

    • 5-7 years of experience in quantitative modeling for credit, stress testing, market risk, or liquidity risk.

    • Master's degree in a quantitative discipline (e.g., mathematics, statistics, finance, or programming).

    • Proficient programming skills: Python, MATLAB, Microsoft Excel VBA, Bloomberg, and leading AI tools.

    • Expertise in statistical methods, including regression analysis, time series forecasting (e.g., Bayesian inference and tools for regime switching), and machine learning.

    • Demonstrable experience with stakeholder interactions, project management, and organizational skills.

    • Strong writing and presentation skills to translate technical concepts for non-technical stakeholders.

    The expected base salary ranges from $137,500 - $185,000. 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, including Medical, Dental and 401K plans, successful candidates are also eligible to receive a discretionary bonus.

    #LI-Hybrid

    Other requirements

    Mizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process

    Company Overview

    Mizuho Financial Group, Inc. is the 15th largest bank in the world as measured by total assets of ~$2 trillion. Mizuho's 60,000 employees worldwide offer comprehensive financial services to clients in 35 countries and 800 offices throughout the Americas, EMEA and Asia. Mizuho Americas is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America. Through its acquisition of Greenhill, Mizuho provides M&A, restructuring and private capital advisory capabilities across Americas, Europe and Asia. Mizuho Americas employs approximately 3,500 professionals, and its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives, FX, custody and research. Visit https://www.mizuhoamericas.com .

    Mizuho Americas offers a competitive total rewards package.

    We are an EEO/AA Employer - M/F/Disability/Veteran.

    We participate in the E-Verify program.

    We maintain a drug-free workplace and reserve the right to require pre- and post-hire drug testing as permitted by applicable law.

    #LI-MIZUHO

    Why you should apply for a job to Mizuho Americas:

  • 4.3/5 in supportive management
  • 80% say women are treated fairly and equally to men
  • 80% say the CEO supports gender diversity
  • Ratings are based on anonymous reviews by Fairygodboss members.
  • Paid maternity leave is available from 1 month before the due date to 2 months after the due date.
  • Our Employee Resource Groups advance diversity & inclusion by encouraging colleagues to pursue programming that is purposeful & impactful.
  • Mizuho offers the option of flexible working hours, such as flextime and staggered working hours, to suit the needs of each workplace.