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MUFG Union Bank Liquidity Modeling Analyst in New York, New York


Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 5th largest financial group in the world (as ranked by S&P Global, April 2018) with total assets of over $2.9 trillion (106.2 (JPY) as of March 30, 2018) and 150,000 colleagues in more than 50 countries. In the U.S., we’re 13,000 strong, working together to positively impact every customer, organization, and community we serve. We achieve this by delivering on our values, putting people first, fostering long-term relationships built on honesty and mutual understanding, and inspiring the best in each other. This is all part of our inclusive, high-performing culture supported by Total Rewards that include our cash balance pension plan. Join a team that’s working to fulfill its vision to be the world’s most trusted financial group.

Job Summary:

The Liquidity Modeling Analyst will primarily focus on developing econometric models for forecasting balances of various balance sheet products. These models attempt to establish a relationship between macroeconomic and/or financial variables with changes to assets or liabilities on the Bank’s balance sheet. Other quantitative assumptions and estimation results based on data analysis will also be produced. Such models may be used for Interest Rate Risk and Liquidity Risk purposes, as well as for business planning and strategy. Post model development, the Analyst will own the implementation of models and conduct the necessary validation, documentation, and performance monitoring as needed to fulfill requirements of the Model Validation team. These tasks will also be carried out for existing models. The Analyst will also be responsible for ad-hoc analysis and the support of daily reporting as needed.

Major Responsibilities:

  • Develop models to forecast future balances, emphasis on time series regression models.

  • Identify and incorporate seasonality, trends, and business strategy.

  • Develop specific business knowledge to determine relevant macroeconomic or financial predictors; use judgment to incorporate into models.

  • Produce reporting and documentation on a regular basis to satisfy requirements of model validation.

  • Run daily programs and produce daily reporting of cash flow forecasts.

  • Compute other quantitative estimates analysis as needed on data analysis, e.g. rollover ratios, decay rates, and deposit betas.

  • Maintain and adjust existing code and programs to compute forecasts.



  • You have a bachelor’s degree in Statistics, Economics, Finance, or related field.

  • You are familiar with Stata, or other statistical analysis software (Matlab, Eviews, Python). Stata experience is highly preferred.

  • You have 1-3 year’s work experience in a modeling intensive role. Experience with econometrics and time series analysis is highly preferred.

  • You have experience interacting with validation teams and related documentation and reporting around model maintenance and validation.

  • Knowledge and understanding of a bank’s balance sheet and individual financial instruments and regulatory requirements.

  • Knowledge of MS Office Suite (emphasis on Excel, Word, PowerPoint) required.

  • It is helpful if you have experience with Financial Database Systems such as Hyperion, OFSAA, or QRM.

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.

Job: Treasury

Primary Location: NEW YORK-New York

Schedule Full Time

Shift Day

Req ID: 10029501-WD