Derivatives Analytics & AI Solutions Engineer

Mizuho•New York, NY

2d•$120,000 - $180,000•Hybrid

About The Position

We are seeking a technically sophisticated Derivatives Analytics & AI Solutions Engineer to support the design, structuring, and delivery of complex hedging and financing solutions across corporate, sponsor, and institutional clients. This role sits at the intersection of financial engineering, data platforms, and AI-driven workflow automation, with a focus on enhancing the team’s ability to analyze risk, price transactions, and deliver scalable derivatives solutions. The ideal candidate combines strong analytics with communication capabilities with the expectation to operate in a fast-paced, front-office environment supporting OTC derivatives, structured transactions, and client-facing solutions.

Requirements

Bachelor’s degree in Engineering, Computer Science, Finance, Mathematics, or related quantitative field
3-5 years of experience in: Financial analytics, data engineering, or structured products OR a combination of software engineering and capital markets experience
General knowledge of interest rate and currency derivatives related hedging strategy
Strong programming skills in: Required: Python (numpy, pandas, scipy, sk-learn, langchain/langgraph)
JavaScript, TypeScript, SQL (preferred)
Experience building: Data pipelines and analytics platforms, Financial or risk models

Nice To Haves

Familiarity with hedge accounting preferable

Responsibilities

Derivatives Analytics & Structuring Support: Build analytical tools to support pricing, structuring, and risk analysis of derivatives transactions (e.g., interest rate, FX, and structured financing products). Develop models and workflows to evaluate client financials, hedging strategies, deal-contingent risk, and financing structures. Support transaction lifecycle analytics, including scenario modeling, sensitivities, and performance tracking. Interface with front-office teams and clients executing OTC derivatives and hedging transactions linked to financing and capital markets activities.
AI & Workflow Automation (Front Office Enablement): Design and implement AI agentic workflows to streamline trade analysis and structuring workflows, client pitch and scenario generation, and research, market monitoring, and idea generation. Build internal knowledge tools to enhance access to prior trades, structures, and market insights, and accelerate decision-making in live deal environments. Integrate AI tools with internal systems, databases, and APIs to enable real-time analytics and execution support.
Product & Platform Innovation: Contribute to development of proprietary platforms supporting structured hedging solutions (e.g., deal-contingent hedging, financing overlays), portfolio hedging and risk transfer strategies, and client reporting and analytics. Translate front-office needs into scalable SaaS-style tools used across sales, trading, and banking teams.