Model Development_Market Risk (Bengaluru)

Model Development_Market Risk (Bengaluru)

13 Aug
|
MUFG - United Kingdom (BTMU)
|
Bengaluru

13 Aug

MUFG - United Kingdom (BTMU)

Bengaluru

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 150,000 colleagues, striving to make a difference for every client, organization, and community 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 current 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.

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 VaR and capital metrics sub-team of RAG. The team is responsible for the Market Risk models that support VAR/RNIV/IRC and related capital metrics. These models are used for internal control as well as regulatory capital via the IMA (Internal model-based approach). The VAR model covers Rates, FX, Credit, inflation, and Equity.

In addition, the team supports development of other market risk measures, including market risk stress models, Economic capital models and Interest Rate Risk in the Banking Book. Future developments for capital models will require development as the transition to FRTB takes place.

The candidate will work closely with other team members in RAG, credit risk management, the IT development teams, risk model validators and Front Office. The successful cand

📌 Model Development_Market Risk (Bengaluru)
🏢 MUFG - United Kingdom (BTMU)
📍 Bengaluru

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