Model Validation - Lead - Pricing/counterparty Credit Risk
Mitsubishi UFJ Financial Group (MUFG)
Mufg Global Service Private Ltd.
Pricing models
Counterparty credit risk models
Quantitative finance
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.
The candidate will have opportunities to work in validation across all areas of the bank.
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
pricing models
counterparty credit risk models
quantitative finance
stochastic calculus
Python, C++, MATLAB, R
model risk management frameworks
Nice-to-have
leading a team
collaboration
innovation
making a meaningful impact
Key Requirements
6-10 years of experience
Advanced degree (Master’s or PhD preferred)
Experience leading validation workstreams
Regulatory requirements (FRB SR 11-7, OCC 2011-12)