Why Mizuho
At Mizuho, we provide the stability of an international industry leader with the career trajectory of a growing business. Our steady, strategic growth gives our people at all levels rewarding degrees of responsibility and richer work experience than a boutique firm or an established giant could offer alone
It’s the local expertise of our employees that makes our global network so powerful. By collaborating with colleagues and clients who have the same ambition and drive, you can amplify your sphere of influence and base of knowledge as part of one of the largest and growing banks in the world.
Role Overview:
The Historical Market Data (HMD) team is a specialist function within Enterprise Risk responsible for the quality, completeness, and controlled implementation of market risk time series used in Value at Risk (VaR), Stressed VaR (SVaR), stress testing, and related risk and capital calculations.
Reporting to the Head of Risk Appetite and Capital Analysis, the candidate will own front-to-back onboarding and maintenance of historical risk-factor data across spot,
curves, spreads, and volatility surfaces. The role requires solid understanding of market risk time-series construction, returns and shock generation, proxy and backfill methodologies, data-quality controls, and the downstream impact of data changes on risk measures. The successful candidate will work closely with Market Risk, Risk Analytics, Quantitative Analytics, and Technology teams.
Key Responsibilities:
Lead front-to-back onboarding of historical market data and risk-factor time series, including spot, curve, spread, and volatility surface data.
Manage time-series implementations end to end, covering requirements analysis, data sourcing, mapping, transformation, validation, testing, and production delivery.
Assess the suitability and completeness of market data used in VaR, SVaR, stress testing, FRTB, and related capital calculations.
Perform data-quality analysis across completeness
📌 Historical Market Data (Pune)
🏢 Mizuho
📍 Pune