Senior Quantitative Market Risk Manager, Vice President

Company: MUFG
Location: New York
Posted on: November 26, 2022

Job Description:

Do you want your voice heard and your actions to count?Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 5th largest financial group in the world. Across the globe, we're 180,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.With a vision to be the world's most trusted financial group, it's part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.High Priority Role: new hires eligible for a $10,000 sign-on bonus upon hireThis role may be eligible for relocation assistanceJob Summary:This is a quantitative risk manager role within the MUFG Americas' Market and Counterparty Risk Team primarily covering Rates, FX, XVA, SIMM, and Counterparty Risk modelsMajor Responsibilities:Model coverage for Rates, FX, XVA, SIMM, and Counterparty Risk (valuation and risk models)Participate/lead in the development of models across all phases of the project lifecycle from analysis to methodology to technical implementationEnsure models comply with the model risk management framework (model documentation, performance monitoring, model enhancements, etc.)Quantitative liaison for the regulatory reviews of market and counterparty risk modelsInterface with risk managers and front-office to understand quantitative requirementsPerform quantitative P/L and risk analysisEvaluation of new products from a quantitative perspectiveQualifications:The right candidate will have:Bachelors/Masters in a quantitative discipline, such as Quantitative Finance, Computer Science, Statistics, Engineering, or Mathematics5 plus years of relevant experience in a quantitative, trading or risk management functionStrong analytical skills and knowledge of quantitative risk models, financial engineering, and derivative valuation techniquesIn-depth knowledge of market and credit risk analytics, including VaR, stress testing, CVA/FVA, SIMM, and PFEStrong quantitative and programming abilities (C, C++, C#, VBA, Matlab, SQL, Java, etc.)Excellent communication and writing skillsAbility to write technical documentationThe typical base pay range for this role is between $140k - $170k 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 competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes 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.The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.We are proud to be an Equal Opportunity/Affirmative Action Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual's associates or relatives that is protected under applicable federal, state, or local law.#LI-Onsite

Keywords: MUFG, New York , Senior Quantitative Market Risk Manager, Vice President, Executive , New York, New York