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Place: #us #newyorkcity #newyork #ny #newyork
SAS Modeler-Data Scientist, AVP (New York)
#other #us #newyorkcity #newyork #ny
U.S. FBO Regulation Project TeamThe U.S. FBO Regulation Project Team (U.S. FBO PT) is responsible for managing the bank's response to new requirements by the Federal Reserve for Foreign Banking Organizations.SummaryMizuho Bank seeks a highly motivated individual to serve as an Assistant Vice President – PPNR SAS Modeler/Data Scientist in its Capital Stress Testing unit within the U.S. FBO Regulation Project Team. The candidate will serve as a subject matter expert to support Mizuho’s capabilities in developing and enhancing models for Pre-Provision Net Revenue (PPNR) and balance sheet line items found in the Federal Reserve’s reporting forms. The candidate would be expected to take a leading role in developing and enhancing models and should produce high-quality SAS code on an independent basis. Working closely with other subject matter experts, the candidate would promote a collaborative and innovative work environment within the Capital Stress Testing unit.ResponsibilitiesThe candidate will provide substantial contributions to the following activities:design, implement, enhance and debug SAS code to support high quality PPNR and balance models that exceed supervisory expectationsidentify limitations and shortcomings in the PPNR and balance model development process and develop plans to undertake corrective actionsevaluate data to identify necessary adjustments and work closely with business users to create robust forecasting modelscommunicate key findings and enhancements to client constituencies engaged in model documentation, validation as well as other functions involved in the capital stress testing processmanage projects and deepen relationships with internal and external counterparties to enhance institutional knowledge to support the PPNR and balance model processserve as a subject matter expert in a non-managerial rolecontribute to other initiatives that may arise on an ad-hoc basisQualificationsSignificant knowledge and experience with SAS and Matlab in a business environmentRobust understanding of statistical concepts, regression-based forecasting models and time series analysisA high level of flexibility and a strong willingness to fulfill team goals in an environment of changing conditions and deadlinesDetail oriented and able to work independently to produce high quality work products that require limited managerial oversightAbility to effectively analyze large data sets and identify patterns and insightsWorking knowledge of some of the following programming languages such as: SQL, Python, Machine Learning, C/C++, JavaStrong understanding of data management tools and visualization software including TableauGood communication skills (presentation and written) with an ability to explain underlying drivers and key takeaways from modeled data outputs to technical and non-technical audiencesKnowledge of supervisory requirements and industry practices for PPNR and balance modelsHigh level of sensitivity and awareness to navigate a multi-cultural work environmentComfortable with Bloomberg functionality and data retrievalCandidates with a Master’s or MBA as their terminal degree in areas such as Statistics, Financial Engineering, Econometrics, Mathematics, Finance, Engineering or other advanced quantitative fieldPreference 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 requirements; and iii) a Big 4 or strategy consulting firm providing services to clients in the preceding categories5-8 years of experience in the financial services industryEligible to work in the U.S.Mizuho Bank Ltd. offers a competitive total rewards package.We are an EEO/AA Employer - M/F/Disability/Veteran.We maintain a drug-free workplace and perform pre-employment substance abuse testing.