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 share the same ambition and drive, you can amplify your sphere of influence and base of knowledge as part of one of the largest banks in the world.
We are seeking a hands-on Market Risk Time Series Engineer with 8-12 years of experience to support, enhance, and maintain the Market Risk Time Series platform. This role is focused on delivering business and regulatory change through application enhancements, bug fixes, operational improvements, and technical modernization initiatives.
The successful candidate will possess solid technical expertise in Python, SQL, and Microsoft SQL Server,
along with proven experience developing and supporting enterprise-scale data platforms. The role requires an individual who can work independently, troubleshoot complex issues, analyze large datasets, and deliver robust solutions in a production environment.
The Market Risk Time Series platform is responsible for sourcing, managing, and maintaining historical market data and risk factor time series across spot rates, curves, spreads, and volatility surfaces. The platform supports workflow-driven construction methodologies, proxy and backfill capabilities, shock generation, returns calculations, and data quality controls used in VaR, SVaR, stress testing, and risk capital calculations.
The candidate will work closely with Historical Market Data, Market Risk, Risk Analytics, Quantitative Analytics, and Technology teams to deliver high-quality solutions supporting critical risk management processes.
Key Responsibilities:
• Deliver ap
📌 Market Risk Time Series Engineer (Pune)
🏢 Mizuho
📍 Pune