Market Risk Manager - Equity Derivatives

Posted Yesterday
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New York, NY, USA
In-Office
165K-235K Annually
Senior level
Financial Services
The Role
Lead market risk monitoring, analysis and reporting for equity derivatives. Interpret VaR, stress and sensitivities, identify control gaps, increase transparency for new products, partner with trading desks and risk analytics, drive risk-related projects, apply AI to improve processes, and coach junior staff.
Summary Generated by Built In

Summary:

Risk manager responsible for supervising Market Risk for Equities. Key tasks include interpretation and challenge of risk trends (VaR, Stress, Sensitivities), identifying gaps within the control frameworks and developing transparency of inner portfolio dynamics ensuring reports keep pace with the business growth, leading deployment of new products, whilst utilizing AI to optimize efficiencies.

Responsibilities:

  • Leading Market Risk monitoring, analysis, and reporting

  • Strengthening transparency for new products /evolving risk profile

  • Partnering with the Trading Desks (Cash,  Corporate Derivatives, QIS, Convertible Bonds, Swaps)

  • Providing Senior Management within FO and Risk an interpretation of portfolio dynamics, market sensitivities

  • Liasing with Risk Analytics to optimize the VAR model

  • Leading internal projects to ensure market risk improves in support of existing and new products

  • Utilizing AI to streamline processes and optimize efficiency

  • Coach junior team member

Qualifications:

  • 7+ years’ experience in Equity Market Risk, ideally with QIS and Corporate Derivatives exposure.

  • Excellent quantitative, analytical and communication skills

  • Ability to work under pressure with tight deadlines in a trading desk environment

  • Confidence talking to trading and quants about the pricing models and risk dynamics, coupled with hedging strategies.

  • An ability to simplify the technical and explain to management in layman terms.

  • Comfortable handling large data

  • Excel VBA, SQL and Python proficiency a strong plus

 

The expected base salary ranges from $165,000 - $235,000. 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 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

Skills Required

  • 7+ years experience in Equity Market Risk
  • Exposure to QIS and Corporate Derivatives
  • Excellent quantitative, analytical and communication skills
  • Ability to work under pressure with tight deadlines in a trading desk environment
  • Confidence discussing pricing models, risk dynamics and hedging strategies with traders and quants
  • Ability to simplify technical concepts and explain to senior management in layman terms
  • Comfortable handling large data; Excel VBA, SQL and Python proficiency a strong plus

Mizuho Compensation & Benefits Highlights

The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Mizuho and has not been reviewed or approved by Mizuho.

  • Healthcare Strength Medical, dental, and vision coverage are characterized as strong, with plans described as excellent in multiple contexts. U.S. entities provide standard plan options and supporting programs that reinforce overall coverage quality.
  • Retirement Support A U.S. 401(k) program with employer contributions is available, indicating solid retirement support across entities. While formulas may vary by unit and year, the presence of an employer-funded component is a consistent feature.
  • Parental & Family Support Paid parental leave is described as meaningful, accompanied by programs that support childcare and eldercare. Flexible workstyles and family-focused resources broaden the depth of family support.

Mizuho Insights

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The Company
HQ: Chiyoda-Ku, Tokyo
8,826 Employees
Year Founded: 2001

What We Do

This is not your typical financial institution. It’s our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion. 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 a richer work experience than a boutique firm or an established giant could offer alone. Working for Mizuho opens doors not just to a rewarding career with excellent prospects, but to lasting friendships with colleagues from diverse cultures. It’s the local expertise of our employees that makes our global network so powerful. By collaborating with colleagues and clients who have your same ambition, you can amplify your sphere of influence and base of knowledge as part of one of the largest—and growing—banks in the world. We’re all global citizens, and that’s why our company feels compelled to make an impact through more than just drawing up deals. We prove that it’s possible to do well and do good. We do right by our clients, our community and each other.

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