The Risk Analytics Group develops and maintains risk models such as VaR, PFE, and Economic Capital using a range of technologies including Python, R, and C/C++
Job Summary
The Risk Analytics Group develops and maintains risk models such as VaR, PFE, and Economic Capital using a range of technologies including Python, R, and C/C++.
The successful candidate will lead the RAG IT infrastructure, set coding best practices, support software development, and act as an innovation lead within the team.
MUFG is committed to diversity and inclusion, fostering a culture where employees are valued and encouraged to contribute innovative ideas.
Matching Summary
The Risk Analytics Group develops and maintains risk models such as VaR, PFE, and Economic Capital using a range of technologies including Python, R, and C/C++.
Skills & Requirements
Must-have
C/C++ and Python coding experience
Risk model development and maintenance
Software development lifecycle knowledge
System administration and support
Technical innovation leadership
Collaborative software development
Nice-to-have
Knowledge of financial markets
Knowledge of statistics
Excellent communication skills
Strong problem solving skills
Ability to manage large workloads
Good team player attitude
Key Requirements
Experience in a technology role
Engineering or Computer Science MSc or above
Experience coding in C/C++/C# and Python
Experience with system architecture and server administration
Ability to work collaboratively in development tasks