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Financial Modeling and Enterprise Capital Management, VP

New York City, NY, USA | Banking holding company

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
    Risk Management
  • Experience:
    7-10 years
Job Description:
85 people have viewed this job

Mizuho Americas LLC seeks a quantitatively oriented individual to join its Capital Management Unit as a Vice President –Capital Management and Financial Forecasting. The Vice President will play an active and integral role in (i) implementing and maintaining a prudent and commercially appropriate capital position that supports Mizuho’s business operations, (ii) contributing to various firm-wide internal stress testing and forecasting initiatives, (iii) monitoring the firm’s current capital position in line with Mizuho’s stated internal goals and regulatory requirements, and (iv) addressing related ad hoc analyses as they arise.


Successful candidates will be expected to take an ownership role in, or actively contribute to the following activities:

Implementing and enhancing the firm’s current capital management practices;

Monitoring and assisting in the management of Mizuho’s capital position and those of its subsidiary entities;

Assuming primary responsibility for enhancing and maintaining certain quantitatively based financial forecasting approaches (SAS & Microsoft Excel based) in partnership with front office personnel.

Reviewing historical data to identify primary economic and financial drivers influencing results and discussing modeled results and findings with senior Mizuho personnel;

Evaluating historical data to identify adjustments for outliers and accounting events and manage data within the current data architecture;

Documenting financial forecasting models in accordance with Federal Reserve SR 11-7 requirements 

Addressing Model Validation/Internal Audit requests and findings;

Serving as a subject matter expert in a non-managerial role; and

Contributing to other initiatives that may arise on an ad hoc basis.


4-8 years of relevant work experience in the financial services industry;

Advanced fluency with bank financial and accounting concepts;

Significant knowledge and experience with Microsoft Excel, SAS and SQL in a business environment;

Robust understanding of statistical concepts, regression-based forecasting models and time series analysis;

A high level of flexibility and a strong willingness to fulfill team goals in an environment of changing conditions and deadlines;

Detail oriented and able to work independently to produce high quality work products with limited managerial oversight;

Ability to effectively analyze large data sets and identify patterns and insights;

Good communication skills (presentation and written) with an ability to explain underlying drivers and key takeaways from modeled data outputs to technical and non-technical audiences;

Candidates with a bachelor’s degree in areas such as Statistics, Financial Engineering, Econometrics, Mathematics, Finance, or other advanced quantitative field. Masters considered a plus;

Preference for PPNR and balance modeling experience obtained in a capital stress testing function or other modeling experience from a risk management function gained through direct employment at one of the following: i) a firm supervised by the Federal Reserve that is subject to CCAR requirements; ii) a financial institution supervised in accordance with Dodd-Frank stress testing (DFAST) requirements; and iii) a Big 4 or strategy consulting firm providing services to clients in the preceding categories; and

Eligible to work in the U.S.

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