01Key Responsibilities
Risk Production & BAU Operations
Support daily VaR and FRTB production, including monitoring, validation, and issue resolution.
Perform VaR backtesting analysis, investigate exceptions, and coordinate remediation with stakeholders.
Support SA-CCR data integrity monitoring, covered positions attestations, and regulatory risk submissions.
Maintain detailed documentation of production processes, issues, and controls
Data Quality, Controls & Governance
Execute and enhance risk data integrity checks and reconciliations across market risk data sets.
Identify root causes of data quality issues and partner with Risk IT and upstream teams to resolve breaks.
Participate in periodic reviews of RE standards, procedures, and control documentation.
Support data completeness and governance initiatives tied to regulatory frameworks such as FRTB.
AI & Advanced Analytics in RE Operations
Identify opportunities to apply AI, machine learning, and advanced analytics to improve RE workflows, including:
Anomaly detection in risk data and reconciliations
Exception triage and prioritization in BAU risk production
Trend analysis in VaR backtesting and regulatory risk metrics
Support the integration of AI-enabled capabilities as decision-support tools, ensuring outputs remain explainable, controlled, and auditable.
Participate in testing, UAT, and validation of AI-supported enhancements in partnership with Risk IT and governance teams.
Ensure AI usage aligns with model risk management, data governance, and regulatory expectations, with appropriate documentation of assumptions and limitations.
Change & Project Support
Support risk infrastructure enhancement initiatives, including system upgrades, new products implementation and regulatory-driven changes.
Draft and execute test cases, perform UAT, and validate fixes prior to production deployment.
Coordinate with Risk Managers, Risk IT, and integration teams to deliver stable and scalable solutions.
Qualifications:
Experience in Risk Management, Risk Production Support, or Risk Technology.
Working knowledge of market risk concepts (VaR, back testing; FRTB).
Strong analytical skills with experience in data analysis and issue investigation.
Ability to independently manage BAU issues, manage issue remediation, support regulatory deliverables.
Technical Skills (All Levels)
Advanced Excel; SQL and Python required.
Familiarity with risk systems, data platforms, and control frameworks.
Company Overview:
Mizuho Pune is an integral part of Mizuho Financial Group, one of the world's leading financial institutions with a strong global presence across the Americas, EMEA, and Asia. Based in India, Mizuho Pune supports Mizuho's international businesses by delivering high-quality, scalable, and resilient services across multiple functions.
Mizuho Pune plays a critical role in driving operational excellence, standardization, and innovation for Mizuho Americas. By combining deep domain expertise with solid process, technology, and analytical capabilities, it partners closely with regional and global teams to support corporate and investment banking, capital markets, and corporate services functions, while adhering to the highest standards of risk management, regulatory compliance, and control.
Mizuho Pune offers competitive compensation and benefits package aligned with industry standards and local market practices.
Mizuho Pune is an equal opportunity employer and is committed to fostering an inclusive and diverse workplace.
Employment is subject to applicable background verification checks in accordance with Indian laws and company .
