Model Validation - Lead - Credit Risk

Mitsubishi UFJ Financial Group (MUFG)

Mufg Global Service Private Ltd.
Wholesale credit risk models
Model validation and control
Quantitative methods, statistics, econometrics
The team is responsible for the enterprise-wide model validation and control function to ensure the continued safety and soundness of models used across the bank

Job Summary

  • The team is responsible for the enterprise-wide model validation and control function to ensure the continued safety and soundness of models used across the bank.
  • This is a hands-on role with the additional responsibility for leading a team of 2-3 model quants.
  • MUFG is committed to hiring based on merit and organsational fit, regardless of race, religion or gender.

Matching Summary

The team is responsible for the enterprise-wide model validation and control function to ensure the continued safety and soundness of models used across the bank.

Skills & Requirements

Must-have

  • wholesale credit risk models
  • model validation and control
  • quantitative methods, statistics, econometrics
  • Python, SAS, MATLAB, or R
  • model risk management frameworks

Nice-to-have

  • making a meaningful impact is rewarded
  • investing in talent, technologies, and tools
  • fostering shared and sustainable growth

Key Requirements

  • 6-10 years of experience
  • Advanced degree (Master’s or PhD preferred)
  • Experience leading validation workstreams
  • Familiarity with FRB SR 11-7, OCC 2011-12

Work Rights

Not specified

Tailored Resume

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