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Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG) one of the worlds leading financial groups. Across the globe were 120000 colleagues striving to make a difference for every client organization and community we serve. We stand for our values building long-term relationships serving society and fostering shared and sustainable growth for a better world.
With a vision to be the worlds most trusted financial group its part of our culture to put people first listen to new and diverse ideas and collaborate toward greater innovation speed and agility. This means investing in talent technologies and tools that empower you to own your career.
Join MUFG where being inspired is expected and making a meaningful impact is rewarded.
OVERVIEW OF THE DEPARTMENT/SECTION
Enterprise Risk Management (ERM) is responsible for supporting the EMEA Chief Risk Officer to implement an effective risk governance framework across MUFG EMEA and providing a holistic view of the risks facing MUFG in EMEA including environmental and social risk management.
The Model Risk Management (MRM) within ERM is responsible for model governance and the validation of models used by MUFG in EMEA. This includes among others risk models which are used for risk measurement and decision-making purposes. MRM works closely with Risk Analytics and Front Office quants to ensure that all risk models are validated on a periodic basis as well as at inception and changes. MRM provides regular model risk reporting to model oversight committees and the Board.
MAIN PURPOSE OF THE ROLE
Independent model validation of quantitative methodologies both initial and periodic across all asset classes and model types (derivative pricing models credit and market risk capital models AI models etc. ) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the models and the implementation of alternative challenger models.
KEY RESPONSIBILITIES
SKILLS AND EXPERIENCE
Essential:
Optional:
Competencies:
Essential:
Beneficial:
Optional:
Education :
PERSONAL REQUIREMENTS
PERFORMANCE AND DUTIES
We are open to considering flexible working requests in line with organisational requirements.
MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued respected and their opinions count. We support the principles of equality diversity and inclusion in recruitment and employment and oppose all forms of discrimination on the grounds of age sex gender sexual orientation disability pregnancy and maternity race gender reassignment religion or belief and marriage or civil partnership.
We make our recruitment decisions in a non-discriminatory manner in accordance with our commitment to identifying the right skills for the right role and our obligations under the law.
Required Experience:
Chief
Full-Time