Associate - Stress Testing and Capital Analysis

Summary Americas Risk Management unit monitors and evaluates risks across multiple categories within Mizuho U.S. Operations, keeping them within management’s appetite by implementing policies and procedures to minimize losses and improve efficiency. We are seeking a Vice President for our Stress Testing and Capital Analysis team within the Enterprise Risk Management (ERM) function, responsible for design, calculation, and analysis of stress testing scenarios across financial exposures and for producing risk‑adjusted capital forecasts as part of the annual Risk Appetite process. Responsibilities Participate in the design and implementation of new stress scenarios that align with evolving market conditions, regulatory guidelines, and the bank’s risk appetite. Implement scenario expansion models on regulatory (CCAR) and other internal stress scenarios, evaluate the accuracy and consistency of the scenarios. Continuously assess market conditions and the firm’s portfolio to evaluate relevance of existing stress scenarios, making recommendations for improvements as needed. Produce comprehensive stress test results that provide in-depth insights into risk drivers, facilitating clear communication with risk management and other stakeholders. Perform required capital impact analysis across all of Mizuho’s capitalized entities and develop efficient processes for calculating capital impacts. Develop tools and processes to improve stress testing accuracy, reliability, and attribution. Perform periodic and timely updates to Stress Testing Policies, Standards, and Handbooks, and develop materials for the monthly Stress Testing Working Group. Maintain and update models owned by the stress testing team to ensure compliance with Model Risk requirements. Qualifications Bachelor’s degree in a quantitative field such as Financial Engineering, Mathematics, or another relevant science. Master’s degree in the same or a related field preferred. 2+ years of experience in Market Risk and/or Stress Testing within a large institutional bank. Strong understanding of financial markets and risk management principles. Proficiency in data mining/gathering, quantitative modeling, statistical analysis, and stress testing methodologies. Strong knowledge of cash and derivative products within fixed income and equity asset classes. Proficiency in programming languages and tools such as R, Python, SQL, VBA, and Power BI for statistical and econometric analysis. Ability to leverage AI tools to improve models and processes. Strong project management and process management capabilities. Effective communication skills: oral, written, listening, and presentation. Familiarity with regulatory requirements related to stress testing, including DFAST, CCAR, Basel III, and FRTB is a plus. Salary & Benefits Expected base salary ranges from $95,000–$115,000. Benefits include Medical, Dental, 401(k) plans, and a discretionary bonus. Remote Work Policy Mizuho has a hybrid working program, with varying opportunities for remote work depending on the role, departmental needs, and local regulations. Some roles may have greater in‑office requirements. EEO Statement We are an EEO/AA Employer - M/F/Disability/Veteran. We participate in the E‑Verify program and maintain a drug‑free workplace. We reserve the right to require pre‑ and post‑hire drug testing as permitted by applicable law. #J-18808-Ljbffr Mizuho Financial Group Inc.