Vice President/Sr. Risk Analyst, NYC2009-12-18 10:24:16.023 Responsible for identifying, measuring and monitoring risks for trading desks and strategies. Oversee production of risk analytics. Research, uate, validate, and implement quantitative models and methodologies for traded and new instruments. Identify methodologies for measuring market and credit exposures. Conduct research on economic, credit event &corporate fundamental changes to support trading desk strategy with research tools such as Matlab, RiskWatch, Kynex and Fincad. Masters degree in Economics or Finance and three years quantitative risk analysis experience to include advanced econometric modeling and empirical research, use of risk methodologies including extreme value theory, option theory, and stochastic time series analysis. Experience should include working with capital asset pricing and arbitrage pricing theory models, conducting macroeconomic and fixed income &equity strategy research, and building term structure and credit spread models, with proficiency in simulation techniques &ability to work with different market data providers such as Bloomberg. Send resume to: LC-HR, Mizuho Securities USA Inc. 1251 Ave of the Americas, 33rd Flr, New York, NY 10020