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Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th largest financial group in the world. Across the globe, we’re 120,000 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.

Job responsibilities:

The Analyst role within the market risk management department (Model risk team) will be in charge of performing model risk analysis, new product assessment, and technical support to product control/market risk team to monitor market risk activities undertaken by Global Markets (Trading) and Treasury (ALM) and participating UAT in various projects, e.g. Potential Future Exposure project, IRRBB, benchmark/Libor Transition project. The scope of products spans interest rate derivatives (including Interest Rate Options) and FX derivatives (including FX Options).

[Model Risk & Project Support]

• To participate UAT for Potential Future Exposure (PFE) project, e.g. run PFE simulation, calibration, backtesting, stress testing and prepare the model document

• To participate the development and maintenance of technical EUC tools for example IRRBB calculation

• Support senior staff on reviewing new market risk model application and/or product assessment for Singapore and regional branches;

• Review independent model validation report for Derivatives pricing models and market risk models;

• Prepare daily market conduct check reports for the traders/dealers e.g. off-price check;

• Support senior staffs/participate in other various projects e.g. Benchmark/Libor transition etc.

• Support Head Office’s initiatives, middle office systems implementation in Singapore and other regional branches;

• To participate in market related events and discussion within the team and provide analysis on daily risk movements;

• To participate in streamlining activities within the market risk team and other regional branches;

• Liaise with/answer inquiries from stakeholders, including Global Markets, Treasury, Front office, Back-office;

• Provide technical support to product control, market risk and liquidity risk teams.

• Support senior staff to liaise with internal / external auditors and regulators by providing necessary information/ analysis;

Job Requirements:

• Bachelor’s degree in financial engineering, mathematics, statistics, quantitative finance, Data management, economics or in quantitative related fields

• No prior experience required. Candidates with relevant internship experience may also be considered.Good knowledge of banking and derivatives products

• Experience in using Python, Power Query, Excel with VBA skills

• Good initiative and inter-personal skills, ability to work efficiently in a team and independently.

• Good communication skills (both verbal & writing) with colleagues in Singapore and regional branch.

We regret to inform that only shortlisted applicants will be notified.

MUFG Bank Ltd & MUFG Securities Asia Limited (collectively referred to as “MUFG”) is an equal opportunity employer. We view our employees as our key assets as they are fundamental to our long-term growth and success. MUFG is committed to hiring based on merit and organsational fit, regardless of race, religion or gender.

At MUFG, our colleagues are our greatest assets. Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative. They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them!

Our Culture Principles

• Client Centric

• People Focused

• Listen Up. Speak Up.

• Innovate & Simplify

• Own & Execute