Senior Analyst-Market & Liquidity Risk

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Position Title: Market and Liquidity Risk Analyst 

Corporate Title: Analyst

Internal Title: Senior Analyst

Reporting to: VP / Director

Location:  Bengaluru                          

Job Profile

Position details

The Sr Analyst 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 bank’s trading and treasury portfolio
• Monitor and oversee individual dealer’s 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 report
• 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 Liquidity 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 will 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:

• Bachelor’s 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 Excellent oral and written communication in English
• 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

Mitsubishi UFJ Financial Group (MUFG) is an equal opportunity employer. We view our employees as our key assets as they are fundamental to our long-term growth and success. MUFG is committed to hiring based on merit and organsational fit, regardless of race, religion or gender.