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Credit Risk Analyst, Associate - Portfolio Analytics

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  • Requisition #: 26072018CR17
  • Job Type: Full Time
  • Location: Toronto, ON Canada
  • Brand: MUFG

Your potential. Your opportunity.

Join a financial group that’s as committed to your future as you are. At MUFG, we share a vision for our future, we share our successes, and we strive to bring out the best in each other in everything we do. As the 5th largest bank in the world, our diverse team is connected by a common ambition to create change for the better—from forging more dynamic career paths to driving progress in our communities, to continuously reshaping the standards of global financial services. Positive impact starts here; see the change you can make as we strive to become the world’s most trusted financial group.

Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the world’s leading financial groups. Headquartered in Tokyo and with over 360 years of history, MUFG has a global network with over 3,000 locations in more than 50 countries. The Group has over 180,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing. MUFG aims to “be the world’s most trusted financial group” through close collaboration among our operating companies and flexibly responding to all of the financial needs of our customers, serving society, and fostering shared and sustainable growth for a better world. MUFG’s shares trade on the Tokyo, Nagoya, and New York stock exchanges. For more information, visit https://www.mufg.jp/english

Role: Credit Risk Analyst, Associate - Portfolio Analytics

The Credit Risk Analyst-1 position carries the following high-level responsibilities:

  • Advance leading risk management practices from within the MUFG, Credit Strategies Group (CSG)/Portfolio Analytics Team.
  • Assist the design and development of credit models and end-user analytic tools.
  • Present credit portfolio analytics results to senior management via specialty reports and in-person meetings.

Perform this work in collaboration with other bank teams.

Major Responsibilities:

  • Expand CSG’s Credit Risk Economic Capital (EC) modeling capabilities, supporting:  (i) Risk appetite setting, (ii) Managerial stress testing, (iii) Concentration management, (iv) Risk-return analysis, and (v) Business strategic planning.
  • Assist CSG projects by performing (i) Correlation and Concentration analysis, (ii) Hedge performance analysis, (iii) Asset allocation, and (iv) Other portfolio management analysis.
  • Lead workshops, meetings and other forums to coordinate and inform key bank stakeholders.
  • Develop solutions to analytical, implementation, and/or execution problems.
  • Develop and maintain periodic risk reports/presentations on the following:  (i) Key risk levels, (ii) Trends, (iii) Strategies, and (iv) Potential issues. 

Additional Responsibilities:

  • Develop and maintain risk management documentation supporting (i) Regulatory and Compliance requirements, (ii) Stress testing models, and (iii) General policies and procedures.
  • Assist in maintaining production risk management infrastructure, including: (i) Analytic models, and  (ii) Data inventories.
  • Develop and manage project plans in order to meet target goals and objectives.
  • Coordinate activities in association with multiple bank divisions including: (i) Risk Management, (ii) Finance, (iii) Treasury, and (iv) Line of business Risk Owners.

 

Notice: The above information on this job description has been described to indicate the general nature and level of work performed by incumbents. Other duties and responsibilities not specifically described may be assigned from time to time, consistent with knowledge, skills, and abilities of the incumbent.

 

Our culture gives me reason to believe in our vision. Day in and day out, we all come together as one MUFG. - Erjin S. - Managing Director, Transaction Banking Diversity at work.  100% score on human rights campaign. Corporate Equality Index 2014-2018 Our achievements. Best Corporate Bank in the World. Global Finance - 2018

Additional Requirements

  • Bachelors degree required (prefer Masters or PhD) in Finance, Statistics, Engineering, Mathematics or other quantitative field (or foreign equivalent degree).
  • 2-3 years of Risk Management experience.
  • Superior quantitative capabilities and outstanding analytical skills, including an investigative mindset and ability to ask good qualitative questions.
  • Project management knowledge coupled with the ability to work efficiently within a team.
  • Excellent critical thinking, problem-solving abilities
  • Strong oral communication skills. Should be able to describe technical topics to non-technical audiences. (Prefer good writing ability as well).
    Ability to understand risk data.
  • Strong work accuracy and personal reliability.
  • Experience with one or more of the following software(s) is preferred: R, Python, C++, SAS, MATLAB, Tableau.
  • Solid understanding of MS Office Suite, SQL/Access, or other database software.

 

Company

MUFG has been providing global banking solutions in Canada for more than 60 years. Based in Toronto, with offices in Montreal, Calgary and Vancouver, along with our affiliates, MUFG Bank Canada offers Canadian and international clients a full range of wholesale corporate banking services in areas such as project finance, capital markets, syndicated loans, securitization, treasury management, fixed income securities and cash management. Our financial expertise serves clients in a number of industries including power and utilities, metals and mining, chemicals, retail, TMT (technology, media and telecom), automotive and transportation, oil and gas, and diversified industrials.

For more information, visit https://mufgamericas.com/canada-hq

The receipt of this application by MUFG Bank, Ltd., Canada Branch (“MUFG Canada Branch”), does not imply or guarantee employment. MUFG Canada Branch is an equal opportunity employer. We do not discriminate in hiring or in any other aspect of employment on the basis of the grounds enumerated in the Canadian human rights act. In addition, MUFG Canada Branch complies with applicable laws prohibiting discrimination in employment in every jurisdiction in which it maintains facilities. MUFG Canada Branch provides accommodation to individuals in accordance with the requirements outlined in Canadian human rights act and the Canada Labour Code.

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