Senior Analyst-Market & Liquidity Risk at MUFG

Bengaluru, karnataka, India -

Full Time

Start Date

Immediate

Expiry Date

15 Aug, 26

Salary

0.0

Posted On

17 May, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk Management, Liquidity Risk Management, PnL Analysis, VaR Back-testing, Stress Testing, ALM, Excel VBA, Tableau, Alteryx, Derivatives Pricing, Stakeholder Management, Financial Reporting, Regulatory Compliance, Risk Data Generation, Process Streamlining, Team Coaching

Industry

Financial Services

Description

Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 150,000 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. Position Title: Market and Liquidity Risk Analyst Corporate Title: Analyst Internal Title: Senior Analyst Reporting to: VP / Director Location: Bengaluru Job Profile Position details The Sr Analyst role will be a hybrid role in market and liquidity risk management. Market risk management tasks will involve performing PnL and risk data generation and reporting, analysing and monitoring market risk activities undertaken by Global Markets (Trading) and Treasury (ALM). Liquidity risk management will mainly be enhancing Liquidity risk management practices and control functions for Asia branches. This is a branch second line role, reporting into the regional market and liquidity risk management team overseeing and supporting Asia individual branches (ex. Japan and China) to uplift branch market and liquidity risk management. The person will be responsible for reporting, escalating and resolving risk related issues for local branch risk managers’ attention and support the local branch risk managers in carrying out their review and challenge function as a second line of defence in the bank. The scope of products includes interest rate and FX related products such as interest rate swaps, FX swaps, CCS, Options, Bonds, on-balance sheet loans, deposits and inter bank borrowing/lending. Roles and Responsibilities Market Risk Prepare and oversee daily, monthly and periodic risk reports and perform PnL, VaR and risk exposures analysis for the bank’s trading and treasury portfolio Monitor and oversee individual dealer’s position and PL and market risk greeks such as delta, PV01, gamma, vega, theta Perform and oversee market risk stress testing and daily VaR back-testing and analysis Prepare, monitor and oversee various daily trade reconciliation and monitoring report Supervise the process of daily market data and ensuring integrity and accuracy of market data before uploading into front systems for day-end revaluation process Monitor and supervise benchmark submissions (e.g. SOR, SORA for Singapore) Prepare and supervise daily market conduct check reports for the traders/dealers e.g. off-price check; Monitor, investigate and report market risk limits and credit limits, along with Volcker rule metrics reporting and analysis for Volcker rule compliance Support and supervise Financial and Head Office reporting requirements Liquidity Risk Prepare daily, monthly and other periodic risk reports for reporting to management Prepare data and presentation materials for Asset Liability Management Committee meetings for Singapore and APAC including coordination with stakeholders for committee meetings. Regular monitoring including but not limited to liquidity risk indicators, balance sheet,Net Interest Income and stress testing Maintain and improve the systems/infrastructures/EUCs (including update of policies and procedures) for funding liquidity Risk Management Second line for Market and Liquidity Risk Management will include but not limited to; Under supervision and guidance from regional and branch risk management teams, support the preparation of materials for ALM/MRM Committee materials, Financial, Head Office and Regulatory reporting Work in collaboration with regional or local branch risk managers in handling requirements from internal/external audits and regulatory reviews and providing advisory for market and liqudity risk management activities to internal stakeholders including Global Markets, Treasury, Back-office Work in close partnership with regional risk management team to support ongoing Head Office or regional projects related to market and liquidity risk, including ongoing efforts in process simplification and streamlining, as well as implementation of industry best practices Prepare and supervise Asia branch specific local reporting for market and liquidity risk Performing other responsibilities or other adhoc projects as assigned from time to time Managerial role will include but not limited to; Maintain oversight of the daily operations and escalate any issues to local branch risk managers as necessary Guiding and coaching of junior staff in performing their reporting duties Job Requirements: Bachelor’s degree in Finance, Accounting, Economics, Mathematics, Statistics or related field is preferred Preferred MBA/CA At least 5 years experience in Banking/Treasury/Risk management is required Excellent oral and written communication in English Excellent oral and written communication in English Good knowledge of Excel VBA, Tableau or Alteryx will be advantageous Prior experience in process streamlining, working with large and complex data sets and ability to conceptualise automated control solutions is preferred Good knowledge of banking and derivatives products is desirable Experience in ALM and funding risk management is desirable Good planning and organizational skills with ability to lead and work effectively in a team environment with a strong control mindset Takes initiatives to collaborate and challenge status quo, and adaptable to embrace new changes Strong stakeholder management, business analytical and communication skills and ability to build strong and collaborative relationships with a wide range of stakeholders Self-motivated and able to manage and coach team members and work independently to source for information, systematically evaluate options and recommend solutions Flexible team player and able to work and deliver under pressure Mitsubishi UFJ Financial Group (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

Responsibilities

The role involves performing PnL and risk data generation, monitoring market risk activities, and enhancing liquidity risk management practices for Asia branches. It serves as a second line of defense, reporting and resolving risk issues while supporting local branch risk managers.