Vice President – Market Risk, Spread Products

Summary

Risk Manager responsible for overseeing Market Risk for Spread Products areas. Key tasks include working with trading desks to comply with risk framework and limits, explaining changes in risk metrics (VaR, risk sensitivities, stress testing results, etc.), conducting trade reviews, risk assessments and pre‑approvals, analyzing market conditions, trading patterns and exposure trends, and collaborating with other functions to deploy new products and improve policies, methodologies, reporting, models and risk analytics across covered products.
Responsibilities

Market‑risk monitoring, analysis and reporting.
Maintain and develop strong controls around risk exposures in compliance with business policies, procedures, methodologies and trading mandates.
Work closely with traders covering Agency (MBS/TBAs/CMOs) and Non‑Agency securitized products (ABS/CLO/RMBS/CMBS), Corporate Credit (IG/HY/EM Bonds/Leveraged Loans/CDS/CDX) and Municipal products to ensure compliance with limits and risk appetite.
Produce market commentaries and analysis of portfolio changes for senior management, regulators and auditors.
Lead projects to improve market‑risk systems in support of new products.
Qualifications

5+ years of experience in market‑risk management.
Direct experience with Spread Products market risk.
Master’s degree in a quantitative field preferred.
Demonstrable quantitative, analytical and communication skills.
Strong attention to detail, self‑learner, able to develop creative solutions to new problems.
Ability to work under pressure with tight time schedules in a trading‑desk environment.
Salary & Benefits

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 licences obtained. In addition to salary, successful candidates receive a generous employee benefits package including Medical, Dental and 401(k) plans, as well as a discretionary bonus.
Other Requirements

Mizuho has a hybrid working program with varying opportunities for remote work depending on the nature of the role, departmental needs and local laws and regulatory obligations. Some departments have greater in‑office requirements, which will be communicated during the recruitment process.
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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