Quantitative Risk Analyst, Vice President

6 days ago


New York, New York, United States MUFG Bank, Ltd. Full time
About the Role

MUFG Bank, Ltd. is seeking a highly skilled Quantitative Risk Analyst to join our team. As a key member of our credit risk management team, you will be responsible for developing and managing global and regional credit portfolio risk analytics for the global MUFG credit portfolio.

Key Responsibilities
  • Credit Economic Capital Modeling: Support MUFG Global and Regional Economic Capital production process, run, maintain, and update the monthly production processes for generating loan-level Economic Capital results, perform Monte Carlo simulations of Economic Capital, and assist standardization of Economic Capital modeling across ALL MUFG regions.
  • Credit Risk Framework: Manage credit risk appetite and concentrations management limit frameworks, link credit risk appetite and concentration limits to MUFG business strategy, support MUFG credit portfolio quality vs. current and future economic/market trends, and participate in policy review and updates.
  • Credit Loss Forecasting Models: Forecast stress credit losses according to preformatted macroeconomic scenarios, implement and update proprietary credit risk models, assess and standardize loan data extraction from numerous regional and global systems, and implement ICAAP stress tests.
Requirements
  • 5+ years work experience with credit analytics function preferred.
  • 2+ years work experience in/or supporting Front Office function within a major commercial or investment bank, insurance company, or similar international financial business.
  • Understanding of / or direct Experience with cloud computing (i.e. AWS).
  • Active participation in leading/advocating projects, strong teamwork abilities, excellent critical thinking, problem-solving abilities, highly motivated, strong attention to detail, organized.
  • Minimum Bachelor's degree (Masters/PhD welcome) with emphasis on quantitative methods and tools (i.e. Computer Science, Engineering, Finance, other disciplines).
What We Offer

MUFG Bank, Ltd. offers a competitive salary range of $145K - $191K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a comprehensive benefits package, including comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays.



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