Senior Analyst Risk Monitoring

About MUFG Global Service MGS 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 exchanges For more informat 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 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 Regular monitoring including but not limited to liquidity risk indicators balance sheet Net Interest Income and stress testing Maintain and improve the systems infrastructures EUCs including update of policies and procedures for funding liquidity Risk Management Second line for Market and Liqudiity Risk Management will include but not limited to Under supervision and guidance from regional and branch risk management teams support the preparation of materials for ALM MRM Committee materials Financial Head Office and Regulatory reporting 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 as well as implementation of industry best practices Prepare and supervise Asia branch specific local reporting for market and liquidity risk Performing other responsibilities or other adhoc projects as assigned from time to time Managerial role wll include but not limited to Maintain oversight of the daily operations and escalate any issues to local branch risk managers as necessary Guiding and coaching of junior staff in performing their reporting duties Job Requirements Excellent oral and written communication in English Good knowledge of Excel VBA Tableau or Alteryx will be advantageous Prior experience in process streamlining working with large and complex data sets 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 is desirable Good planning and organizational skills with ability to lead and work effectively in a team environment with a strong control mindset Takes initiatives to collaborate and challenge status quo and adaptable to embrace new changes Strong stakeholder management business analytical and communication skills and ability to build strong and collaborative relationships with a wide range of stakeholders Self-motivated and able to manage and coach team members and work independently to source for information systematically evaluate options and recommend solutions Flexible team player and able to work and deliver under pressure Education Professional Qualifications and Experience Bachelors degree in Finance Accounting Economics Mathematics Statistics or related field is preferred Preferred MBA CA At least 5 years experience in Banking Treasury Risk management is required 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