Senior Analyst Risk Monitoring & Reporting

About Us :

MUFG Bank, Ltd. is Japans premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Banks parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the worlds leading financial groups. Headquartered in Tokyo and with over 360 years of history, the Group has about 120,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing. The Group aims to be the worlds most trusted financial group through close collaboration among our operating companies and flexibly respond to all the financial needs of our customers, serving society, and fostering shared and sustainable growth for a better world. MUFGs shares trade on the Tokyo, Nagoya, and New York stock exchanges.

MUFG Global Service Private Limited :

Established in 2020, MUFG Global Service Private Limited (MGS) is 100% subsidiary of MUFG having offices in Bengaluru and Mumbai. MGS India has been set up as a Global Capability Centre / Centre of Excellence to provide support services across various functions such as IT, KYC / AML, Credit, Operations etc. to MUFG Bank offices globally. MGS India has plans to significantly ramp-up its growth over the next 18-24 months while servicing MUFGs global network across Americas, EMEA and Asia Pacific

About the Role

Position Title : Senior Analyst / AVP (Manager)

Location : Bengaluru

Job Profile : Position details :

The AVP role will be a hybrid role in market and liquidity risk management. Market risk management tasks will involve performing PnL and risk data generation and reporting, analysing and monitoring market risk activities undertaken by Global Markets (Trading) and Treasury (ALM). Liquidity risk management will mainly be enhancing Liquidity risk management practices and control functions for Asia branches.

This is a branch second line role, reporting into the regional market and liquidity risk management team overseeing and supporting Asia individual branches (ex. Japan and China) to uplift branch market and liquidity risk management. The person will be responsible for reporting, escalating and resolving risk related issues for local branch risk managers attention and support the local branch risk managers in carrying out their review and challenge function as a second line of defence in the bank.

The scope of products includes interest rate and FX related products such as interest rate swaps, FX swaps, CCS, Options, Bonds, on-balance sheet loans, deposits and inter bank borrowing / lending.

Roles and Responsibilities :

Market Risk :

• Prepare and oversee daily, monthly and periodic risk reports and perform PnL, VaR and risk exposures analysis for the banks trading and treasury portfolio
• Monitor and oversee individual dealers position and PL and market risk greeks such as delta, PV01, gamma, vega, theta
• Perform and oversee market risk stress testing and daily VaR back-testing and analysis
• Prepare, monitor and oversee various daily trade reconciliation and monitoring reports
• Supervise the process of daily market data and ensuring integrity and accuracy of market data before uploading into front systems for day-end revaluation process
• Monitor and supervise benchmark submissions (e.g. SOR, SORA for Singapore)
• Prepare and supervise daily market conduct check reports for the traders / dealers e.g. off-price check;
• Monitor, investigate and report market risk limits and credit limits, along with Volcker rule metrics reporting and analysis for Volcker rule compliance
• Support and supervise Financial and Head Office reporting requirements

Liquidity Risk :

Managerial role wll include but not limited to :

Job Requirements :

Education, Professional Qualifications and Experience :

Equal Opportunity Employer :

The MUFG Group is committed to providing equal employment opportunities to all applicants and employees and does not discriminate on the basis of race, colour, national origin, physical appearance, religion, gender expression, gender identity, sex, age, ancestry, marital status, disability, medical condition, sexual orientation, genetic information, or any other protected status of an individual or that individual's associates or relatives, or any other classification protected by the applicable laws.