Europe Treasury Department - ALM Planning - Vice President (3005) at MizuhoWhat is the opportunity?Active Risk Management for front office in ETD business. To support the ETD business.Responsibilities

Maintenance and development of ALM desk toolsHelp the ALM team track, attribute and analyse its PandL effectivelyHelp the ALM team manage its interest rate and liquidity risk effectivelyPlay an active part in guiding the ETD’s system architecture to the desired end stateMaintenance of existing ALM desk tools and produce effective desk tools to support the business development of the ALM desk, including the ability to develop necessary tools independently or provide appropriate instructions to development teamsProduce accurate, granular and timely liquidity and interest rate risk reportingProduce accurate, granular and timely PandL reporting based on the team’s responsibilitiesTake an active part in the system enhancement projects for ETD, coordinating effectively with ALM managementEffectively liaise with local and HO staff as required, including other businesses within the Mizuho Financial Group, Middle and Back Offices, Finance, Risk, Compliance and AuditAnalyse operational risk and work effectiveness and plan system and workflow improvements to reduce costs and risk and increase productivity and profitabilityWork at all times within Mizuho’s internal policies and procedures and relevant regulatory requirementsWhat do you need to succeed

Excellent technical skills including Excel/VBA, Bloomberg, Python and SQL, and experience of working with large data setsSolid understanding of interest rate and FX risk and instruments that can be used to hedge these risksSolid understanding of liquidity risk in a bank treasury context, and good knowledge of liquidity metrics including LCR, NSFR and stress testsSolid understanding of accounting concepts such as MTM/accrual PandL, banking/trading book and fair value/cashflow hedge accountingSelf-starter with an attitude of professional curiosity, proactively seeking risks and inefficiencies and proposing solutions to address themDemonstrable experience working for a financial institution, specifically covering interest rates or FX marketsExperience of working in a fast paced environment with tight turnaround schedules and ability to quickly solve problemsFluency in EnglishDesirable

Understanding of G4 cash bond, interest rate swap, repo and FX markets and market conventionsPrior experience producing granular and timely risk and PandL reportsGood experience in managing technical projects with variety of internal stakeholdersJapanese language skills are helpful, but not essentialGood experience working with a markets facing teamPrior experience working with reporting platforms such as TableauA strong degree in a numerical subjectWhat Mizuho Can Offer You

Competitive starting salary, plus discretionary bonusNon-contributory pension27 days’ annual leaveCore working hoursHybrid working - office and home basedVirtual GPWellbeing benefits, including Mental Health Allies and First AidersAt Mizuho, we are committed to supporting equality, diversity and inclusion, and we welcome applications from all sections of the community.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.

#J-18808-Ljbffr