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Market Risk - Model Validation

Market Risk - Model Validation

Mizuhomumbai, maharashtra, in
6 days ago
Job description

Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called ‘Mega Banks’ of Japan. MGS was established in the year 2020 as part of Mizuho’s long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Bank’s domestic and overseas offices and Mizuho’s group companies across the globe.

At Mizuho we are committed to a culture that is driven by ethical values and supports diversity in all its forms for its talent pool. Direction of MGS’s development is paved by its three key pillars, which are Mutual Respect, Discipline and Transparency, which are set as the baseline of every process and operation carried out at MGS.

What’s in it for you?

o Immense exposure and learning

o Excellent career growth

o Company of highly passionate leaders and mentors

o Ability to build things from scratch

Know more about MGS :

https : / / www.mizuhogroup.com / asia-pacific / mizuho-global-services

Job Category : Risk Management

Shift : Morning Shift

Job Title : Model Risk Management

Job Description

  • Quantitative & qualitative analysis in model validations for pricing & risk measurement models
  • Communication & collaboration with internal & external stakeholders
  • Model validation documentation and reporting to stakeholders & approvers
  • Model risk management collaboration with other MHSCG Entities, FG / BK / TB, and external parties
  • Support for new product reviews
  • Contribution to regulatory and audit responses
  • Automation of routine model risk management tasks
  • Other model risk management tasks in general

Background, Ability, and Knowledge & Skills

  • 2-3 years of experience in the use or development of models in the financial industry
  • A graduate from a top-tier university, domestically or internationally, in fields such as physics or engineering, or an equivalent or higher level of education
  • Knowledge of financial products and financial markets
  • Basic knowledge of risk management in the financial industry
  • Knowledge and skills related to artificial intelligence technologies, with the ability to implement them
  • Willingness and ability to learn new knowledge and skills and apply them to work
  • [Preferred Qualifications]
  • Experience in financial markets as a trader, structurer, or quantitative analyst
  • Experience of working or living in a global environment
  • Research experience in a masters or doctoral program in a scientific field

    • Computer Skills

  • Proficient in using Excel and VBA p Able to create documents in English using LaTeX, Word, etc.
  • Capable of creating presentation materials using PowerPoint
  • Proficient in programming languages such as Python, SQL, C++, etc.
  • Skilled in utilizing generative AI as a user

    • Communication Skills

  • Able to read, write, speak, and listen in English at a business to native level
  • Capable of delivering presentations in English
  • Able to communicate logically and express ones thoughts without being overly concerned about the surrounding atmosphere

    • Address : - Mizuho Global Services India Pvt. Ltd,

    11th Floor, Q2 Building Aurum Q Park, Gen 4 / 1,

    Ttc, Thane Belapur Road, MIDC Industrial Area,

    Ghansoli, Navi Mumbai- 400710.

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    Model Validation • mumbai, maharashtra, in