Model Validation - Lead - Pricing/counterparty Credit Risk
MUFG Oceania
Not specified (assumed to be hybrid based on industry standards)
6–10 years of experience
Strong expertise in derivative pricing models
Familiarity with model risk management frameworks
Mitsubishi UFJ Financial Group (MUFG) is seeking a Lead for Model Validation focused on Pricing and Counterparty Credit Risk, requiring extensive experience in model validation and quantitative finance. The role involves independently validating models used for trading and risk management while leading a small team
Job Summary
MUFG is committed to building long-term relationships and fostering sustainable growth.
The candidate will lead a team of model validators and ensure the quality of validation outputs.
This role offers opportunities to work across all areas of the bank in model validation.
Matching Summary
Match Score: 85
Mitsubishi UFJ Financial Group (MUFG) is seeking a Lead for Model Validation focused on Pricing and Counterparty Credit Risk, requiring extensive experience in model validation and quantitative finance. The role involves independently validating models used for trading and risk management while leading a small team.
Skills & Requirements
Must-have
6–10 years of experience
strong expertise in derivative pricing models
familiarity with model risk management frameworks
Nice-to-have
excellent verbal and written communication skills
experience leading validation workstreams
ability to independently challenge model design
Key Requirements
advanced degree in Quantitative Finance or related discipline
experience in model validation or development
proficiency in programming languages like Python or R