Senior Analyst - Quantitative Model Developer [T500-19969]

About Us :

MUFG Bank, Ltd. is Japan’s 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 Bank’s parent, 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, 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 world’s 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. MUFG’s shares trade on the Tokyo, Nagoya, and New York stock exchange.

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 MUFG’s global network across Americas, EMEA and Asia Pacific

Roles and Responsibilities :

Data analytics, identify any inherent trend, provide recommendations for improvement and implementation.

Develop, implement, and maintain stress testing predictive regression models and other forecasting methodologies through the stages of the model’s life cycle and production

Interpret statistical and mathematical testing results to ensure any update to the models and calculators adhere to internal model risk management guidelines and regulations

Assist in both quarterly and annually Capital Planning production processes

Assist in FO desk interaction, ensure alignment of data driven insights against business intuition

Assist in other ad hoc capital analysis and reports

Job Requirements :

Degree in Mathematics, Statistics, or Financial Mathematics

Statistical software experience (SAS, SQL, R) in addition to Excel skills

Strong Accounting / Finance understanding

Strong data analysis skills, trend analysis, data cleaning, data mining

Strong modelling background, ability to carry out small scale model development / enhancement project

Product knowledge preferred

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.