Risk Governance Leader

3 days ago


New York, New York, United States MUFG Bank, Ltd. Full time
About the Role:
This Senior Market Risk Manager position at MUFG Bank, Ltd. is a critical role in managing market risks for the Rates, FX, and Secured Financing businesses. Located in New York, you will work closely with front office and other risk areas to ensure risk appetite and limits align with business strategy and firm's overall risk appetite. Your responsibilities will include overseeing market risks, collaborating with trading desks, enhancing stress testing frameworks, and presenting market risks to senior management and regulators.

Responsibilities:
• Oversee market risks for Rates, FX, and Secured Financing businesses, ensuring accurate and complete reporting of exposures.
• Collaborate with front office and other risk areas to set risk appetite and limits, ensuring alignment with business strategy and firm's overall risk appetite.
• Work with trading desks to understand risks, market environment, and portfolio positioning.
• Enhance stress testing frameworks, performing ad-hoc stress testing as needed.
• Collaborate with risk reporting teams to identify and resolve reporting and data issues.
• Present market risks to senior management, risk committees, and regulators.
• Support the execution of strategic initiatives, collaborating with internal and external stakeholders.
• Manage a team of 3-4 full-time employees.

Requirements:
The successful candidate will have:
• A bachelor's degree in a technical or quantitative discipline, preferably with a master's degree.
• 7-10 years of experience in market risk management or trading roles.
• Strong understanding of various financial instruments, including US Treasuries, interest rate swaps, interest rate options, futures, FX, and Repo/SBL products.
• Proficiency in Excel and VBA, with strong analytical and quantitative skills.
• Excellent communication and writing skills, with the ability to present complex concepts in an understandable format.
• Strong management and organizational skills, with the ability to multitask in a dynamic environment.

Total Rewards Package:
We offer a comprehensive total rewards package, including a competitive salary range, benefits, and career advancement opportunities.

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