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

Overview

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

This contract role within the market risk management department (Market risk Analytics team) involves 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 in UAT for projects such as Potential Future Exposure and Libor transition. The product scope covers interest rate derivatives (including Interest Rate Options) and FX derivatives (including FX Options).

Responsibilities

• 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 / MRM Committee material and provide market risk commentary;
• Provide Volcker rule metrics reporting and analysis;
• Monitor, investigate and report risk limit excesses;
• Monitor Benchmark submissions (e.g. SORA) and report to Benchmark Oversight Committee;
• 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 e.g. Potential Future Exposure project, Libor transition project;

Product Control – Responsibilities

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.

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

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 is committed to hiring based on merit and organisational fit, regardless of race, religion or gender.

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