About this opportunity
Mizuho Financial Group Inc. lists this Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP opportunity in city of niagara falls, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Position
Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP
Location: New York, NY (On site)
Employment Type: Full-Time
Responsibilities
Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across Counterparty 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.
Qualifications & Skills
Education
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.
Experience
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.
Technical Skills
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, TensorFlow, 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 / NumPy and Power BI. Databricks, PySpark, Snowflake, Azure, and Git preferred.
Soft Skills
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.
Work Arrangement
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.
Benefits & Compensation
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.
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Who can apply
Review the original listing for work authorization, qualifications and employer requirements.