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Treasury VP, Derivatives Analytics


Mizuho Capital Markets Treasury is seeking a VP Treasury Derivatives Analytics.

The candidate will be a member of a team responsible for managing and reporting the risks associated with derivatives entities and swap dealers.

The candidate will have a deep understanding of Treasury concepts including cash flow forecasting, stress testing, funds transfer pricing, and asset/liability management.  This role will be a subject matter expert in derivatives products for the Capital Markets Treasury.  The role involves understanding the complexity of managing risk across large portfolios of derivatives including associated risk factors across the regional level and within individual legal entities.

Key Responsibilities

* Analyze derivatives portfolios across legal entities to identify liquidity risks arising from ISDA/CSAs, exchange margin requirements, structured notes, and potential liquidity outflows as a result of extreme market conditions

* Drive improvements to liquidity forecasting and perform scenario analytics on the portfolio to uncover pockets of risk

* Develop strong partnerships with key stakeholders across trading desks, Risk, Finance, and Technology teams

* Identify data gaps and improve data sources to ensure relevant information can be identified and utilized to model stress results

* Implement risk analysis tools to allow for deeper understanding of risk drivers and changes

* Understand and quantify the impacts from model and parameter assumptions (quantitative and qualitative) employed within the scenario analysis

* Strategic Balance Sheet Recommendations: Collaborate with Treasury ALM functions to provide strategic insights for optimizing the balance sheet and liquidity across various legal entities and business units


* Professional Experience: strong background in Finance, Treasury, Risk, or Quantitative Model Development.

Preference for candidates with experience within a global banking institution.

* Murex experience 

* Strong record of work experience in financial service industry with good exposure to operational processes, financial products, and/ or risk management activities

* Comfortable handling large quantity of data with an ability to roll up your sleeves and work in a fast-paced environment

* Excellent written and verbal communication skills with the ability to distill complex concepts into clear, concise messages for a range of audiences

* Strong interpersonal skills with ability to be a team player.  Experience developing and maintaining relationships across various departments

The expected base salary ranges from $96,250 - $175,000.

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, su...