Mizuho Americas
New York, United States
91,000 – 145,000 USD
per year
Grade
Senior
Experience
from 3 years
Work Format
Onsite, Hybrid
Employment
Full-time
English Level
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Title: Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP Location: New York, NY (1271 AOA/6th Ave)
Location: New York, NY (1271 AOA/6th Ave) Employment: Full time Position: Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP Location: New York, NY (on site) Employment Type: Full-Time
Mizuho is seeking a highly motivated Quantitative Strategist (AVP) to join the Balance Sheet Strategy (BSS) – Financial Resource Analysis team, a group at the center of the firm’s efforts to measure, forecast, and optimize the consumption of regulatory capital and other scarce financial resources. As regulatory capital requirements grow in complexity—driven by Basel III Endgame, SA-CCR, and evolving market and counterparty risk standards—this role offers the opportunity to help build the analytical foundation that informs how Mizuho deploys its balance sheet.
The successful candidate will combine strong quantitative and programming skills with a solid understanding of U.S. regulatory capital frameworks to develop RWA analytics, capital forecasting tools, and balance sheet optimization capabilities across Counterparty Credit Risk (CCR), Securities Financing Transactions (SFT), Credit Valuation Adjustment (CVA), and Market Risk. Beyond producing metrics, the role is expected to generate actionable insights that shape business strategy, pricing, and capital allocation decisions.
A key dimension of the role is the practical application of AI and machine learning techniques—including generative AI and large language models—to enhance forecasting accuracy, automate analytical and documentation workflows, and accelerate the interpretation of complex regulatory rules. The Quantitative Strategist will operate at the intersection of quantitative finance, regulation, and technology, working closely with Treasury, Market Risk, Credit Risk, Finance, Technology, Model Validation, and senior management, with significant visibility across the organization.
Bachelor’s or master’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Economics, Engineering, Computer Science, Data Science, or a related quantitative field.
Professional certifications such as CFA, FRM, PRM, or CQF are a plus.
3 or more years of experience in regulatory capital, financial resource management, balance sheet management, or quantitative risk analytics at a large financial institution.
Hands-on experience with one or more of: SA-CCR, CCR, SFT, BA-CVA, Market Risk Capital, or Basel III Endgame.
Practical experience applying AI / machine learning or generative AI tools in a financial or analytical context is highly desirable.
Regulatory: Strong knowledge of Basel III / U.S. Basel III Endgame, SA-CCR, CCR, SFT, BA-CVA, Market Risk Capital, and RWA methodologies.
Quantitative: Model development, statistical analysis, forecasting, and exposure measurement; solid understanding of derivatives and securities financing.
AI & Machine Learning: Familiarity with ML frameworks (e.g., scikit-learn, TensorFlow, PyTorch), generative AI / LLMs, and their application to analytics, automation, and productivity. Awareness of AI governance and model risk considerations.
Technology: Advanced Python and SQL; Pandas / NumPy and Power BI. Databricks, PySpark, Snowflake, Azure, and Git preferred.
The expected base salary ranges from $91,000 - $145,000. 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, including Medical, Dental and 401K plans, successful candidates are also eligible to receive a discretionary bonus.
Mizuho has in place a hybrid 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. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process.
Mizuho Financial Group, Inc. is the 15th largest bank in the world as measured by total assets of ~$2 trillion. Mizuho's 60,000 employees worldwide offer comprehensive financial services to clients in 35 countries and 800 offices throughout the Americas, EMEA and Asia. Mizuho Americas is a leading provider of corporate and investment banking services to clients in the US, Canada, and Latin America. Through its acquisition of Greenhill, Mizuho provides M&A, restructuring and private capital advisory capabilities across Americas, Europe and Asia. Mizuho Americas employs approximately 3,500 professionals, and its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives, FX, custody and research.
Mizuho Americas 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 reserve the right to require pre- and post-hire drug testing as permitted by applicable law.
B2 - Upper-Intermediate
B2 - Upper-Intermediate
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