The Risk Analytics Group is responsible for the development and maintenance of all risk models such as VaR, PFE and Economic Capital
Job Summary
The Risk Analytics Group is responsible for the development and maintenance of all risk models such as VaR, PFE and Economic Capital.
The successful candidate will be charged with developing and maintaining the RAG IT infrastructure, setting out guidelines for best practice in code development and maintenance, supporting the RAG team software and tool development, managing the digital and physical assets, and acting as an innovation lead for the RAG team.
MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count.
Matching Summary
The Risk Analytics Group is responsible for the development and maintenance of all risk models such as VaR, PFE and Economic Capital.
Skills & Requirements
Must-have
C/C++/C# and Python coding
Software and tools development
Technical research and evaluation
System maintenance and support
Application development lifecycle
Nice-to-have
Knowledge of financial markets
Knowledge of statistics
Competitive intelligence officer
Innovative processes to RAG
Drive efficiency and increase models resilience
Key Requirements
Experience in a technology role
MSc level or above in Engineering and Computer Science