AVP Quantitative Analyst Model Risk

Position: AVP Quantitative Analyst for Model Risk
Mitsubishi UFJ Financial Group (MUFG) seeks an AVP Quantitative Analyst specializing in Model Risk Management. This role is essential for enhancing risk strategies and model validation across the organization.

You will play a key role in the Quantitative Risk Control division, developing the Model Risk Management framework that underpins credit risk assessment and decision-making tools. Ideal candidates will have comprehensive experience in statistical analysis, credit risk modeling, and familiarity with programming languages such as Python and R. Collaboration with internal and external stakeholders is crucial, ensuring model compliance and performance optimization.

Key Responsibilities:

• Implement comprehensive model risk management practices

• Analyze model performance and validate their effectiveness

• Document validations with high-quality reporting standards

• Maintain model inventory and conduct assessments

• Engage with internal audits and regulatory bodies

Requirements:

• Master’s degree in a quantitative subject or finance

• 3-5 years of experience in related quantitative roles

• Proficient in Python, R, and statistical analysis

• Excellent verbal and written communication skills

• Strong attention to detail with industry knowledge

Leverage your analytical skills in this pivotal role at MUFG, shaping the future of model risk management.
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