MUFG India | Analyst-Market & Liquidity Risk

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.

MUFG India

MUFG India is an employer hiring in India. In its own words: "三菱UFJフィナンシャル・グループは、高いグループ総合力、国内外で充実したネットワークを有する、総合金融グループです。."

CA Samaaj lists MUFG India's current India openings for finance, accounts, audit and tax professionals, taken from its official careers site (mufgub.wd3.myworkdayjobs.com) and checked regularly to remove closed jobs. Recent roles are based in Bengaluru, Mumbai and New Delhi.