Job Description: Join a financial group that--------s as committed to your future as you are. At MUFG, we share a vision for our future, we share our successes, and we strive to bring out the best in each other in everything we do. Our 14,000 diverse colleagues are connected by a common ambition to create change for the better--------from forging more dynamic career paths, to driving progress in our communities, to continuously reshaping the standards of global financial services. Positive impact starts here; see the change you can make as we strive to become the world--------s most trusted financial group. Job Description\: As a member of the Ratings Methodology and Modeling (RMM) team, this role is intended for model developers with strong analytic skills, having 3 to 5 years of relevant credit and/or market risk modeling or risk management experience. In support of the bank--------s overall credit risk management, RMM develops and manages a wide ranging inventory of models covering all aspects of credit loss analysis, including advanced internal ratings based methods, PD, LGD, and EAD models, covering C&I, CRE, and specialty industries. Major Responsibilities\: Risk measurement, analysis, and methodology design including. * Developing, documenting, implementing or otherwise enhancing models for credit loss. * Working closely with business line and risk managers to assess and manage firm wide risk management. * Working with model governance teams to develop methods and metrics for ensuring all models continue to perform as expected and within ranges agreed to by internal model audit and model management committees. Thought leadership, research, and ad hoc analysis. * Expected to stay informed of research trends and market best practices, share information with the teams and management. * Critically evaluate, develop and deploy systematic methodology improvements. * Validate methodologies of vendor purchased models and tools and related infrastructure to inform modeling strategy. * Graduate degree in a quantitative discipline MSc, MMF or Ph.D. (physics, finance, economics, econometrics, statistics, mathematics, or equivalent experience.) * Three to five years of relevant business experience in credit and/or market risk, risk management. * Well-developed project management and communication skills. * Well-developed relationship management skills and excellent written and verbal communication. * Ability to work in a dynamic environment under pressure and undertake, execute and deliver on time multiple concurrent projects. The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required of personnel so classified. We are proud to be an Equal Opportunity/Affirmative Action Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate in employment decisions on the basis of any protected category. A conviction is not an absolute bar to employment. Factors such as the age of the offense, evidence of rehabilitation, seriousness of violation, and job relatedness are considered in all employment decisions. Additionally, it--------s the bank--------s policy to only inquire into a candidate--------s criminal history after an offer has been made. Federal law prohibits banks from employing individuals who have been convicted of, or received a pretrial diversion for, certain offenses. ()
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