Quantitative Liquidity Management Specialist

7 days ago

New York, New York, United States MUFG Bank, Ltd. Full time
Job Summary

MUFG Bank, Ltd. is seeking a highly skilled Quantitative Liquidity Management professional to join our team. As a key member of our Treasury organization, you will be responsible for managing funding, liquidity, balance sheet, and interest rate risk for our U.S. operations.

The successful candidate will partner across multiple lines of businesses, finance, risk, and audit functions to develop funding strategies and manage liquidity through normal and stress market environments. This role provides a unique opportunity to utilize quantitative data analytics to participate in liquidity risk matters, including liquidity management, regulatory compliance, assumption development, forecasting, and reporting.

Key Responsibilities
  • Develop and support forecasting assumptions and develop ILST assumptions, along with establishing appropriate documentation.
  • Develop and implement data models and algorithms to drive innovation and strategic decision-making.
  • Conduct rigorous statistical analysis to extract actionable insights from large, complex data sets.
  • Create compelling data visualizations that clearly communicate complex findings to non-technical stakeholders.
  • Collaborate with cross-functional teams to identify opportunities for leveraging company data to drive business solutions.
  • Stay abreast of industry trends and advancements in data science to continually improve our analytical capabilities.
  • Lead and participate in various liquidity initiatives, including analyzing and assessing funding and liquidity risks within entity's balance sheet, developing and maintaining liquidity stress test assumptions, enhancing cash flow forecasting, Contingency Funding Plan (CFP), intraday and collateral management processes.
  • Contribute to new product liquidity assessments.
  • Lead and participate in ad-hoc projects as needed by senior management or regulatory initiatives.
  • Work independently and collaboratively to establish close partnerships with peers across LoB's, finance, risk, and audit.
  • Creation of liquidity reports, including committee materials.
  • Support applicable compliance and governance-related matters as necessary, including regulatory reviews related to liquidity.
  • Support system enhancement projects and development efforts.
  • Collaborate with Global and Local MUFG Americas entities to establish best practices and coordination.
Qualifications

The ideal candidate will possess a strong foundation in data science, with proven expertise in statistical analysis, machine learning algorithms, and data visualization techniques. Proficiency in programming languages such as Python or R is essential. The incumbent will support liquidity management across consolidated U.S. operations (CUSO), including understanding business funding requirements and product liquidity risk, play a key role in driving liquidity project, portfolio analysis, new product assessments, policy, and procedure maintenance.

6+ years of relevant experience in the financial services industry with specific focus on Treasury, liquidity risk management, stress testing, liquidity reporting, and/or asset liability management. Strong knowledge of the liquidity management, related regulatory requirements (Enhanced Prudential Standards - Reg YY), financial markets, and products. Bachelor's or Master's degree in Data Science, Computer Science, Statistics, or a related field preferred.

Strong analytical skills with the ability to collect, organize, analyze, and disseminate significant amounts of information with attention to detail and accuracy. Adept at queries, report writing, and presenting findings. Strong problem-solving skills, organized, and comfortable in working with and interpreting large amounts of data. Must be versatile, able to work effectively independently or as part of a team on multiple projects simultaneously. Advanced Excel skills are preferable. SQL proficiency required. Must be able to supervise Python and R code development for applications and automation. Knowledge of data management. Ability to deliver practical solutions in a demanding high-pressure environment. Bachelor degree or equivalent experience required, advanced degree preferred.

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