Quant jobs / Mizuho

Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis

Quant analyst measuring and forecasting how the bank's trading businesses consume regulatory capital and balance sheet. Sits in the Balance Sheet Strategy team and works with Treasury, risk and finance.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build RWA and capital forecasting analytics for counterparty credit risk, CVA and market risk
Attribute capital use and find optimisation opportunities
Support Basel III Endgame impact work and parallel runs
Automate capital calculations in Python and apply ML or LLM tools to documentation

What they ask for

Required

Knowledge of Basel III Endgame, SA-CCR and RWA methods
3+ years in regulatory capital or balance sheet analytics
Advanced Python and SQL
Understanding of derivatives and securities financing
Model development and forecasting

Preferred

CFA, FRM, PRM or CQF
ML frameworks and generative AI use
Databricks, PySpark, Snowflake or Azure
Power BI

Education: Bachelor's or Master's in quantitative finance, financial engineering, maths, statistics, economics, engineering or computer science
Experience: 3+ years in regulatory capital, balance sheet or quantitative risk analytics
Languages and tools: Python
SQL
Power BI
PySpark
Markets: credit, multi-asset

How to prepare

Calculate SA-CCR exposure for a small swap portfolio by hand and in Python
Read the Basel III Endgame summary and note changes to CVA and market risk capital
Build a capital forecast with scenario analysis in pandas
Study how leverage and RWA constraints feed into pricing decisions

What to study

The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Mizuho’s site before applying: requirements, location and pay can change after we check them.

View the posting on Mizuho’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Mizuho and doesn’t handle applications.