Position: Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP
Location: New York, NY (on site)
Employment Type: Full-Time
Position Overview
Mizuho is seeking a highly motivated Quantitative Strategist (AVP) to join the Balance Sheet Strategy (BSS) – Financial Resource Analysis team, a group at the center of the firm’s efforts to measure, forecast, and optimize the consumption of regulatory capital and other scarce financial resources. As regulatory capital requirements grow in complexity—driven by Basel III Endgame, SA-CCR, and evolving market and counterparty risk standards—this role offers the opportunity to help build the analytical foundation that informs how Mizuho deploys its balance sheet.
The successful candidate will combine strong quantitative and programming skills with a solid understanding of U.S. regulatory capital frameworks to develop RWA analytics, capital forecasting tools, and balance sheet optimization capabilities across Counterparty Credit Risk (CCR), Securities Financing Transactions (SFT), Credit Valuation Adjustment (CVA), and Market Risk. Beyond producing metrics, the role is expected to generate actionable insights that shape business strategy, pricing, and capital allocation decisions.
A key dimension of the role is the practical application of AI and machine learning techniques—including generative AI and large language models—to enhance forecasting accuracy, automate analytical and documentation workflows, and accelerate the interpretation of complex regulatory rules. The Quantitative Strategist will operate at the intersection of quantitative finance, regulation, and technology, working closely with Treasury, Market Risk, Credit Risk, Finance, Technology, Model Validation, and senior management, with significant visibility across the organization.
Key Responsibilities
Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across CCR, SA-CCR, SFT, CVA, and Market Risk.
Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities.
Support Basel III 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 (SR 26-2).
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 one or more of: SA-CCR, CCR, SFT, BA-CVA, Market Risk Capital, or Basel III 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 Basel III / U.S. Basel III 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.
Why Join Us?
Shape Mizuho’s Financial Resource Analysis and regulatory capital capabilities.
Contribute to major initiatives including Basel III Endgame implementation.
Help pioneer the adoption of AI and machine learning in regulatory capital analytics.
Gain senior management exposure and drive data-driven balance sheet strategy.
Competitive compensation, comprehensive benefits, and performance-based incentives.
The expected base salary ranges from $91,000 - $145,000. 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.
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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.
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Skills Required
- Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Economics, Engineering, Computer Science, Data Science, or related quantitative field.
- 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 Basel III Endgame (regulatory capital frameworks and RWA methodologies).
- Advanced Python and SQL; experience with Pandas and NumPy; Power BI for reporting and visualization.
- Ability to prepare methodology documentation and analytical specifications in line with model governance standards (e.g., SR 26-2) and support Model Validation and regulators.
- Practical experience applying AI / machine learning or generative AI tools in a financial or analytical context.
- Familiarity with ML frameworks and libraries (scikit-learn, TensorFlow, PyTorch) and Large Language Models / generative AI.
- Experience with Databricks, PySpark, Snowflake, Azure, and version control with Git.
- Professional certifications such as CFA, FRM, PRM, or CQF.
- Strong analytical, problem-solving, and communication skills; ability to present technical concepts to non-technical senior stakeholders.
- Work location: New York, NY (on site).
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.
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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.
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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.
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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
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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