MUFG India
MUFG India | Analyst-Market & Liquidity Risk
Upload your resume & find all jobs matching it
See how well this job fits you — plus every other live job that matches your skills and experience.
PDF, DOCX or photo
Applying here? Tailor your resume to this job - see which keywords it asks for that your resume is missing.
Job Highlights
Roles and responsibilities
- The role will be a hybrid role in 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 defense in the bank.
- Prepare daily, monthly and periodic risk reports and perform PnL, VaR and risk exposures analysis for the bank’s trading and treasury portfolio.
- Monitor individual dealer’s position and PL and market risk greeks such as delta, PV01, gamma, vega, theta.
- Perform market risk stress testing and daily VaR back-testing and analysis.
- Prepare and monitor various daily trade reconciliation and monitoring reports.
- Prepare 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 Financial and Head Office reporting requirements.
- Prepare daily, monthly and other periodic risk reports for reporting to management.
- Prepare data and presentation materials for Asset Liability Management Committee meetings for Singapore and APAC including coordination with stakeholders for committee meetings.
- Maintain and improve the systems/infrastructures/EUCs (including update of policies and procedures) for funding liquidity Risk Management.
- Prepare Asia branch specific local reporting for market and liquidity risk.
- Performing other responsibilities or other adhoc projects as assigned from time to time.
- Reporting to: Senior analyst / VP / Director
- Capturing daily market data and ensuring integrity and accuracy of market data before uploading into front systems for day-end revaluation process
- Monitor benchmark submissions (e.g. SOR, SORA for Singapore)
- Work in collaboration with regional or local branch risk managers in handling requirements from internal/external audits and regulatory reviews and providing advisory for market and liqudity risk management activities to internal stakeholders including Global Markets, Treasury, Back-office
- Work in close partnership with regional risk management team to support ongoing Head Office or regional projects related to market and liquidity risk, including ongoing efforts in process simplification and streamlining and implementation of industry best practices
- Takes initiatives to collaborate and challenge status quo, and adaptable to embrace new changes
Preferred mba/ca
- At least 1 year experience in Banking/Treasury/Risk management is required.
- Excellent oral and written communication in English.
- Strong knowledge of Python and Excel VBA is required.
- Good knowledge of Tableau or Alteryx will be advantageous.
- Prior experience in process streamlining, automation and ability to conceptualise automated control solutions is preferred.
- Good knowledge of banking and derivatives products is desirable.
- Experience in ALM and funding risk management desirable.
- Ability to work effectively in a team environment with a strong control mindset.
- Strong communication skills (both verbal & writing), interpersonal and business analytical skills attributes.
- Self-motivated with a strong sense of ownership and able to work independently to source for information, systematically evaluate options and recommend solutions.
About the company
MUFG (Mitsubishi UFJ Financial Group)
Headquartered in Marunouchi, Tokyo, Mitsubishi UFJ Financial Group (MUFG) is the holding company of a Japanese banking and financial services group. It was established in 2001 and is listed in Tokyo, Nagoya and New York. Its main subsidiaries include MUFG Bank, Mitsubishi UFJ Trust and Banking and Mitsubishi UFJ Securities Holdings, along with Bank of Ayudhya (Krungsri) and Bank Danamon. MUFG opened its first Indian branch in Mumbai in 1953. MUFG Bank now has branches in Mumbai, New Delhi, Chennai, Bengaluru and Neemrana, plus a GIFT City branch opened in 2022, and since 2020 a wholly owned subsidiary, MUFG Global Service, has handled technology, operations, credit and KYC work from Bengaluru and Mumbai.
MUFG's finance-related roles in India cover internal audit (financial crime, finance and treasury reporting, risk, legal and IT), FP&A and finance process work, project, fund and leveraged finance, credit analysis, market, liquidity and counterparty credit risk modelling, KYC and compliance testing. They are based in Bengaluru, Chennai, Mumbai, New Delhi and GIFT City in Gandhinagar. Postings generally ask for a bachelor's degree in accounting, finance or business, and many name a Chartered Accountant, an MBA in Finance or a CFA as preferred; some audit roles also mention CIA or CAMS.
