02 Oct
|
Mufg
|
Bengaluru
Do you want your voice heard and your actions to count?
Discover your chance 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 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.
KEY ACCOUNTABILITIES
Credit Economic Capital Modeling:
• Support MUFG Global and Regional Economic Capital production process.
• Run, maintain, and update the monthly production processes for generating loan-level Economic Capital results.
• Perform Monte Carlo simulations of Economic Capital (catastrophic losses that occur in crisis scenarios) using vendor models such as Moody's RiskFrontier.
• Assist standardization of Economic Capital modeling across ALL MUFG regions.
• Align EC modeling parameters (e.g. quantification of systematic risks in individual credit position, PD/LGD correlation, etc.)
• Develop/enhance MUFG's Economic Capital production process.
• Conduct peer code reviews, promote best coding practice, explore cutting-edge technologies and tools for production process automation.
• Work with stakeholders and partners across MUFG’s global organization (often with conflicting interests).
• Develop and promote tools and technology to facilitate stakeholder communications.
Credit Risk Framework:
• Manage credit risk appetite and concentrations management limit frameworks. Link credit risk appetite and concentration limits to MUFG business str
📌 Manager (Bengaluru)
🏢 Mufg
📍 Bengaluru