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Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the
world’s leading financial groups. Across the globe, we’re 150,000 colleagues,
striving to make a difference for every client, organization, and community we
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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
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Position details

Risk Analytics Group (RAG) is a specialized area within the Risk Department,
responsible for Market Risk Models, Capital Models, Counterparty Exposure
Models, Portfolio and Credit Models, and Initial Margin models. The team members




have strong quantitative skills and the team head reports to the regional and
global Chief Risk Officer.

The successful candidate will be a member of the Counterparty Exposure Metrics
sub-team of RAG. The team is responsible for the development and maintenance of
the Potential Future Exposure (PFE) models that are used to measure Counterparty
Exposure. These models are used for internal control limits and partly in
economic capital calculations. The PFE is models cover Rates, FX, Credit,
inflation, Equity and Bond Spreads, across derivatives, Repo and Securities
lending transactions.

Additionally, the team also has responsibility for the SIMM model used for
Initial Margin, simulation models used to measure risk on structured financing
trades and front office xVA models.

The candidate will work closely with other team members in RAG, credit risk
management, the IT development teams, risk model validators an

📌 Model Development_CounterParty Credit Risk (Bengaluru)
🏢 Mufg
📍 Bengaluru