Analyst, Market Risk Analytics / Product control (1 Year Contract)

Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world's leading financial groups. Across the globe, we're 120,000 colleagues, striving to make a difference for every client, organization, andmunity we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.

With a vision to be the world's most trusted financial group, it's part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.

Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

Job responsibilities :

The contract role within the market risk management department (Market risk Analytics team) will be in charge of assisting and performing reporting of PnL and risk data generation and analysis, monitoring market risk activities undertaken by Global Markets (Trading) and Treasury (ALM) and participating UAT in various projects, Potential Future Exposure project, Benchmark / Libor Transition project. The scope of products spans interest rate derivatives (including Interest Rate Options) and FX derivatives (including FX Options).

Market Risk - 5 0%]

• Prepare daily, monthly and other periodic risk reports and provide PnL & risk analysis for the bank's trading and treasury portfolio;
• Provide analysis of risk exposures, VaR;
• Provide market risk stress testing and analysis;
• Provide daily VaR back-testing;
• Provide market risk KRI monitoring;
• Support to prepare Singapore ALM / MRMmittee material and provide market riskmentary;
• Provide Volcker rule metrics reporting and analysis;
• Monitor, investigate and report risk limit excesses;
• Monitor Benchmark submissions ( SORA) and report to Benchmark Oversightmittee;
• Support Manager to liaise with regulators by providing necessary information / analysis;
• Support Manager to liaise with internal / external auditors to ensure good practices are adopted in the bank;

Participate in various projects Potential Future Exposure project, Libor transition project.

Product Control - 5 0%]

Perform ad-hoc project UAT in order to improve the processes and operations; and

Support regional branch in all product control related matters.

Job Requirements :

Bachelor's degree in financial engineering, mathematics, statistics, quantitative finance, Data management, economics or in quantitative related fields

No prior experience required. Candidates with relevant internship experience may also be considered.

Good knowledge of banking and derivatives products

Experience in using Python, Power Query, Excel with VBA skills

Good initiative and inter-personal skills, ability to work efficiently in a team and independently.

Goodmunication skills (both verbal & writing) with colleagues in Singapore and regional branch.

We regret to inform that only shortlisted applicants will be notified.

Mitsubishi UFJ Financial Group (MUFG) is an equal opportunity employer. We view our employees as our key assets as they are fundamental to our long-term growth and success. MUFG ismitted to hiring based on merit and organsational fit, regardless of race, religion or gender.

Job ID 10071296-WD