Mizuho Bank | Vice President, Market and Liquidity Risk Management

3 weeks ago


Singapore Mizuho Bank Full time

This position is accountable for managing and leading quantitative analysis of offices within the Asia Pacific region.
Key roles & responsibilities include:
Handle tasks directly related to risk management including but not limited to Value at Risk, P&L and position computation.
Assume responsibility for the market and liquidity risk management function of all treasury-related activities such as monitoring system characteristics, reviewing logic and pricing models of derivatives and all related financial products, and giving necessary instructions for improvement.
Conduct tests related to risk management functions including but not restricted to back-testing and stress testing.
Lead and manage quant tasks, new product preparations, risk analysis & reporting, etc., and coordinate with Head Office for new product approval.
Capture the risk profile in the APAC region and provide necessary & appropriate advice from the viewpoint of market & liquidity risk management to optimize risk & profit as a bank.
Liaise with Head Office and other bodies on all technical matters pertaining to risk management, including the transmission of data and other information for Head Office reporting purposes.
Job Requirements:
Bachelor's Degree (or Master's) in Quantitative Finance, Financial Engineering or equivalent.
At least 5 years of relevant experience in a corporate or commercial bank.
Strong knowledge of financial products including pricing model methodology and the ability to understand pricing models and risk models.
Strong analytical skills with a good grasp of market and liquidity risk knowledge.
Knowledge of programming skills (VBA and/or SQL) is preferred.
Strong communication skills with the ability to work collaboratively with front office, back office, and head office.
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