Model Validation - Lead - Credit Risk

Mitsubishi UFJ Financial Group

Mufg Global Service Private Ltd., India
Wholesale credit risk model validation
Quantitative analysis programming
Model risk management frameworks
The candidate will lead a team responsible for enterprise-wide model validation to ensure the safety and soundness of models used across the bank

Job Summary

  • The candidate will lead a team responsible for enterprise-wide model validation to ensure the safety and soundness of models used across the bank.
  • This role involves end-to-end validation of credit risk models, including methodology review, testing, and regulatory compliance assessment.
  • MUFG fosters a culture of innovation, collaboration, and sustainable growth, investing in talent and empowering employees to own their careers.

Matching Summary

The candidate will lead a team responsible for enterprise-wide model validation to ensure the safety and soundness of models used across the bank.

Skills & Requirements

Must-have

  • wholesale credit risk model validation
  • quantitative analysis programming
  • model risk management frameworks
  • regulatory compliance expertise
  • team leadership in validation

Nice-to-have

  • strong communication skills
  • collaboration across global teams
  • experience with stress testing frameworks

Key Requirements

  • 6–10 years model validation experience
  • expertise in PD, LGD, EAD models
  • familiarity with FRB SR 11-7 and Basel standards
  • proficiency in Python, SAS, MATLAB, or R
  • advanced degree in quantitative discipline

Work Rights

Not specified

Tailored Resume

Cover Letter