Risk Management Strategist

3 days ago


New York, New York, United States MUFG Bank, Ltd. Full time
Risk Management at MUFG
At Mitsubishi UFJ Financial Group (MUFG), we take pride in our robust risk management framework, which ensures the safety and soundness of our operations. As a Senior Market Risk Manager, you will be part of a high-performing team that drives strategic initiatives, oversees market risks, and contributes to the company's success. You will have the opportunity to collaborate with cross-functional teams, including Front Office, risk reporting, and quantitative development, to drive risk management initiatives and enhance the company's risk management capabilities.

In this role, you will provide market risk oversight for Rates, FX, and Secured Financing businesses, working closely with trading desks to understand risks and market environment. You will also enhance stress testing frameworks, perform ad-hoc stress testing, and collaborate with risk reporting teams to ensure accurate exposures. Additionally, you will work with quantitative development teams to enhance existing models, report and present market risks to senior management, risk committees, and regulators.

Key Responsibilities:
  • Provide market risk oversight for Rates, FX, and Secured Financing businesses
  • Work with Front Office and other risk areas to set risk appetite and limits
  • Liaise with trading desks to understand risks and market environment
  • Enhance stress testing framework and perform ad-hoc stress testing
  • Collaborate with risk reporting teams to ensure accurate exposures
  • Work with quantitative development teams to enhance existing models
  • Report and present market risks to senior management and regulators

Requirements:
  • Bachelor's degree in a technical or quantitative discipline, Master's degree preferred
  • 7-10 years of experience in market risk management or trading role
  • Strong understanding of various financial instruments
  • Strong analytical and writing skills
  • Excellent communication skills
  • Management experience

Salary Range: The estimated annual salary for this role is $190,000 - $260,000, depending on job-related knowledge, skills, experience, and location.

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