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Risk Manager Rates FX Derivatives AVPVP level

Company: WayUp
Location: New York
Posted on: May 28, 2023

Job Description:

Risk Manager responsible for assisting with overseeing a multi-asset derivatives business: working with trading to understand and explain changes in VaR, stress tests, and limit usage; working with all functions to deploy new products and improve analytics around current product coverage.

  • Responsible for explaining changes in daily VaR, SVaR, and stress scenarios, as well as changes in risk sensitivities.
  • Work closely with traders covering Rates, FX, and XVA to address limit issues as well as risk appetite issues requiring limit extensions.
  • Produce commentary detailing market changes and changes to portfolio for senior management, regulators, and auditors.
  • Provide ad-hoc analyses as necessary, including correlation analyses, time-series analysis, and XVA related analyses.
  • Work on projects to ensure market risk system functionality in support of new products.


    • 3-5 years of experience in market risk management required.
    • Proven experience in Rates and FX derivatives required. XVA, and or Banking/Treasury experience a plus.
    • Demonstrable quantitative and analytical skills.
    • Master's degree in a quantitative field.
    • Strong attention to detail, self-learner, can develop creative solutions to new problems.
    • Ability to work under pressure with tight time schedules in a trading desk environment.

      The expected base salary ranges from $100,000 - $180,000. 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, successful candidates are eligible to receive a discretionary bonus.
      Mizuho has in place a remote working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations.
      Mizuho Americas is a leading financial institution comprising several legal entities, which together offer clients corporate and investment banking, financing, securities, treasury services, asset management, research and more. Mizuho's operations in the Americas connect a broad client base of major corporations, financial institutions and public sector groups to local markets and a vast global network. Mizuho Americas is an integral part of the Japan-based Mizuho Financial Group, Inc. (NYSE: MFG), which is comprised of offices in nearly 40 countries, approximately 60,000 employees, and assets of more than USD 1.8 trillion. Learn more at
      Mizuho Bank Ltd. offers a competitive total rewards package.
      We are an EEO/AA Employer -M/F/Disability/Veteran.
      We participate in the E-Verify program.
      We maintain a drug-free workplace and perform pre-employment substance abuse testing.

Keywords: WayUp, New York , Risk Manager Rates FX Derivatives AVPVP level, Executive , New York, New York

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