Analyst, Quantitative Analyst - Risk Analytics Group

689

Flexible work arrangements available, exact mode not specified.
Experience in pricing models
Approx. 2 years total relevant experience
Finance or highly numerate education
Mitsubishi UFJ Financial Group (MUFG) is seeking a Quantitative Analyst for its Risk Analytics Group, focusing on counterparty risk modeling and analytics. The ideal candidate will have strong quantitative skills, experience with pricing models, and familiarity with Python and financial markets

Job Summary

  • The Risk Analytics Group is responsible for Market Risk Models, Capital Models, Counterparty Exposure Models, and Pricing Model Validation within MUFG.
  • This role involves developing and maintaining models for Potential Future Exposure (PFE), Standardised Initial Margin Model (SIMM), and FRTB-ASA across various asset classes.
  • The successful candidate will act under a dual-hat arrangement, making decisions on behalf of both the bank and securities business while collaborating with IT, Legal, and Front Office teams.

Matching Summary

Match Score: 85

Mitsubishi UFJ Financial Group (MUFG) is seeking a Quantitative Analyst for its Risk Analytics Group, focusing on counterparty risk modeling and analytics. The ideal candidate will have strong quantitative skills, experience with pricing models, and familiarity with Python and financial markets.

Skills & Requirements

Must-have

  • Experience in pricing models
  • Approx. 2 years total relevant experience
  • Finance or highly numerate education
  • Understanding of financial markets and derivatives
  • Experience with Python/R/Excel/VBA

Nice-to-have

  • Previous experience in a risk-related role
  • Knowledge of advanced programming languages C# or C++
  • Excellent communication skills with ability to adjust audiences
  • Strong problem solving and decision making skills
  • Ability to manage large workloads and tight deadlines

Key Requirements

  • Approx. 2 years total relevant experience
  • Finance or highly numerate education (Maths, Statistics, Engineering, Computer Science, Finance)

Work Rights

Not specified

Tailored Resume

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