Vice President - Market Risk Business Analyst

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Profile Summary

The role is within our Global Risk Systems application development team. The team develops and maintains global risk systems used across the Mizuho Financial Group. These systems provide functionality for:

  • Production and analysis of market risk metrics group-wide
  • Provision of the measures needed for Basel 2.5 market risk capital requirements
  • Production and analysis of all FRTB‑SA and FRTB‑IMA measures

The team is also embarking on a multi‑year programme to expand the platform to cover counterparty credit risk.

As a Business Analyst, the job holder will interact with business stakeholders globally to gather and document requirements, and with the implementation team to produce specifications, provide guidance on requirements and to assist with testing. The business analyst will have the ability to earn and maintain the confidence of our key business stakeholders.

Duties and Responsibilities

  • Gather requirements from business users, assisting with the achievement of consensus between stakeholders as needed
  • Provide feedback on and, when required, assist with the production of business requirements documents
  • Produce detailed functional specifications
  • Produce detailed interface specifications
  • Ensure company and team documentation standards are followed
  • Promote best practice for acceptance and regression testing within the team and with business stakeholders
  • Facilitate the production of automated acceptance tests
  • Undertake manual testing as required during systems integration and user acceptance testing
  • Assist with defect triage as required during UAT
  • Participate in the 3rd line production support rota

Qualifications, Skills and Experience

  • Experience working on projects to develop risk or regulatory IT systems
  • Working with users, senior management and stakeholders across multiple disciplines and jurisdictions
  • Ability to handle multiple work streams and assignments simultaneously
  • At least one of:
    • A thorough working knowledge of FRTB (standardised approach essential)
    • In‑depth understanding of key market risk measures, e.g. Greeks/sensitivities, VaR, ES
  • Familiarity with a wide range of asset classes (e.g. fixed income, equities, derivatives)
  • Demonstrable aptitude for rigorous test design and execution
  • Excellent oral and written communication skills
  • Proficiency in the use of collaboration tools such as Confluence and JIRA
  • Strong educational background with BSc/MSc in a numerate discipline

Benefits

  • Competitive starting salary, plus discretionary bonus
  • Non‑contributory pension
  • 27 days’ annual leave
  • Core working hours*
  • Hybrid working – office and home based*
  • Virtual GP
  • Wellbeing benefits, including Mental Health Allies and First Aiders

We are committed to supporting equality, diversity and inclusion, and seek to create a workplace that is fully inclusive. We welcome applications from all sections of the community that we operate in and from all ethnic backgrounds, sexual orientations, beliefs, gender identities and disabilities.

If you require more information about our equal opportunities policy or wish to discuss any accessibility requirements or reasonable adjustments please contact the recruitment team – recruitment@mizuhoemea.com – and we will be happy to help.

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Location:
England, United Kingdom
Salary:
£100,000 - £125,000
Job Type:
FullTime
Category:
Finance