Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP

About the role

The Quantitative Strategist (AVP) position within the Balance Sheet Strategy (BSS) – Financial Resource Analysis team at Mizuho is focused on developing and enhancing quantitative analytics for regulatory capital, financial resource optimization, and supporting Basel III Endgame implementation.

Responsibilities

• Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across Counterparty Credit Risk (CCR), Securities Financing Transactions (SFT), Credit Valuation Adjustment (CVA), and Market Risk.
• Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities.
• Support Basel III Endgame implementation, including rule interpretation, impact assessments, and parallel runs.
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Apply AI / Machine Learning techniques to enhance forecasting, pattern detection, data quality, and analytical accuracy.
• Leverage generative AI and Large Language Models (LLMs) to accelerate documentation, code development, rule interpretation, and process automation.
• Automate regulatory capital calculations and develop scalable analytics and reporting capabilities.
• Prepare methodology documentation and analytical specifications in line with model governance standards (SR 26-2).
• Support interactions with Model Validation, Internal Audit, Regulatory Reporting, and regulators.
• Present analytical findings and capital impacts to business and senior management stakeholders.

Qualifications & Skills

• Education: Bachelor’s or master’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Economics, Engineering, Computer Science, Data Science, or a related quantitative field.
• Experience: 5–8 years of experience in regulatory capital, financial resource management, balance sheet management, or quantitative risk analytics at a large financial institution.
• Technical Skills:
  • 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.
  • Technology: Advanced Python and SQL; Pandas / NumPy and Power BI. Databricks, PySpark, Snowflake, Azure, and Git preferred.
• Soft Skills: Strong analytical and problem-solving abilities; clear communication of technical concepts to non-technical audiences; intellectual curiosity and eagerness to adopt emerging AI-driven tools and techniques; detail-oriented, self-motivated, and able to manage multiple priorities in a fast-paced, regulated environment.

Benefits

Competitive compensation, comprehensive benefits, and performance-based incentives. 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.

Other Requirements

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.