MUFG Capital Planning & Quantitative Modeling, Assistant Vice President (Hybrid, NYC) in New York, New York
Do you want your voice heard and your actions to count?
Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 6th largest financial group in the world. Across the globe, we’re 160,000 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 world’s most trusted financial group, it’s 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.
This is a hybrid position. The recruiter will provide additional details.
We are looking for an experienced quantitative developer who has a background in investment banking products in a capital planning and/or regulatory reporting capacity. This person will be skilled in quantitative modeling and Capital Planning to contribute to CCAR.
Data analytics, identify any inconsistencies, and provide recommendations for resolution.
Use quantitative modeling to ensure the models and calculators adhere to internal model risk management guidelines and regulations
Develop, implement, and maintain regulatory stress testing predictive regression models and other forecast methodologies through the stages of the stress testing
Assist in the Annual Capital Planning production processes
Assist in FO desk interaction, ensure alignment of data driven insights against business intuition
Assist in other ad hoc analysis and reports
BS in Mathematics, Statistics, Engineering, Computer Science, Risk Management, or similar field required
3+ years of experience, minimum 2 years of model development experience
Experience with R required
Knowledge of VBA, SQL, and Python preferred
General product knowledge of accounting and finance
Strong Microsoft Excel skills
Self-starter, critical thinking, detail oriented and investigation skills are essential
Ability to balance conflicting and time sensitive requirements, with a commitment to deadlines.
The typical base pay range for this role is between $120K - $145K depending on job-related knowledge, skills, experience, and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays.
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 on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual’s associates or relatives that is protected under applicable federal, state, or local law.
At MUFG, our colleagues are our greatest assets. Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative. They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them!
Our Culture Principles
Listen Up. Speak Up.
Innovate & Simplify
Own & Execute