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Lead Quantitative Risk Analyst, Senior Vice President

2 months ago

New York, New York, United States MUFG Bank, Ltd. Full time
Are you ready to make a significant impact in the financial sector?

Join MUFG Bank, Ltd., a leading global financial institution, where we prioritize innovation and collaboration among our 120,000 dedicated professionals worldwide. Our mission is to build lasting relationships, serve the community, and drive sustainable growth.

At MUFG, we are committed to fostering a culture that values diverse perspectives and encourages creative solutions. We believe in empowering our employees to take charge of their careers through investment in talent and technology.

As a Lead Quantitative Risk Analyst, Senior Vice President, you will report directly to the Managing Director of Credit Portfolio Analytics for the Americas. Your role will involve the development and oversight of comprehensive credit portfolio risk analytics on a global scale.

Key Responsibilities:

  • Credit Economic Capital Modeling:
    • Support the production process for Global and Regional Economic Capital.
    • Maintain and enhance monthly processes for loan-level Economic Capital results.
    • Conduct Monte Carlo simulations for catastrophic loss scenarios using advanced vendor models.
    • Standardize Economic Capital modeling across all regions.
    • Align modeling parameters to reflect systematic risks.
    • Drive improvements in the Economic Capital production process.
    • Facilitate peer code reviews and promote best practices in coding.
    • Collaborate with global stakeholders to enhance communication tools.
  • Credit Risk Framework:
    • Manage frameworks for credit risk appetite and concentration limits.
    • Support the assessment of credit portfolio quality against economic trends.
    • Participate in policy reviews in coordination with regional and global stakeholders.
    • Act as a Subject Matter Expert in risk identification and measurement.
  • Credit Loss Forecasting Models:
    • Forecast stress credit losses based on macroeconomic scenarios.
    • Implement and refine proprietary credit risk models for various loan types.
    • Standardize data extraction processes for credit portfolio modeling.
    • Conduct ICAAP stress tests and forecast annual ACL.

Technical Skills Required:
  • Proficient in data analytics with experience in large datasets and analytical tools (e.g., R, Python, Pandas).
  • Familiarity with version control applications like Git/Bitbucket.
  • Strong communication skills, both written and verbal.
  • Experience with statistical techniques and model development within financial services.

Experience & Qualifications:
  • Minimum of 5 years in credit analytics or a related field.
  • At least 2 years in a Front Office role within a major financial institution.
  • Understanding of cloud computing platforms.
  • Demonstrated ability to lead projects and work collaboratively.
  • Strong analytical and problem-solving skills.
  • Detail-oriented and highly organized.

Education:
  • Bachelor's degree required; advanced degrees in quantitative fields are preferred.

We offer a competitive compensation package, including comprehensive health benefits, retirement plans, and opportunities for professional development.

MUFG Bank, Ltd. is an Equal Opportunity Employer, committed to diversity and inclusion in the workplace.