Director – Market Risk, Spread Products

Summary

Risk Manager responsible for supervising Market Risk for Spread Products areas.
Responsibilities

Shape limits framework and manage daily compliance of desks with limits.
Interpret and challenge risk trends (VaR, risk sensitivities, stress testing, etc.).
Make decisions around trade reviews, risk assessments and pre‑approvals.
Monitor market conditions, interpret trading patterns and exposure trends.
Lead deployment of new products, review policies and methodologies, improve reports, models and risk analytics across covered products.
Strengthen risk controls, improve business policies, procedures and methodologies, challenge trading mandates.
Partner with Trading Heads for Agency, Non‑Agency Securitized, Corporate Credit and Municipal Products to ensure well‑balanced risk taking to meet business goals.
Interpret in‑depth market surveillance in the context of portfolio dynamics for senior management, regulators and other stakeholders.
Lead internal projects to improve market risk systems in support of existing and new products.
Qualifications

10+ years of experience in market risk management, with at least 5+ years covering Agency Securitized Products.
Master’s degree in a quantitative field is preferred.
Excellent quantitative, analytical and communication skills.
Proficiency with Bloomberg, Intex, PolyPaths, Murex, SQL, Python and AI tools a plus.
Proficiency with FRTB a plus.
Ability to work under pressure with tight deadlines in a trading desk environment.
Other Requirements

Mizuho has a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, and local laws and regulatory obligations. Roles in some of our departments may have greater in‑office requirements that will be communicated as part of the recruitment process.
Compensation and Benefits

The expected base salary ranges from $160,000–$235,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education and applicable certifications and licenses. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package—including Medical, Dental and 401(k) plans—successful candidates are also eligible to receive a discretionary bonus.
EEO Statement

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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