Primary role involves conducting comprehensive independent validations of quantitative models used for risk measurement and decision-making, including derivative pricing, credit and market risk models, and AI models. Responsibilities include designing challenger models, performing quantitative analysis, testing numerical implementations, and ensuring adherence to governance requirements.
Requires extensive experience in quantitative modeling with strong mathematical and statistical skills. Candidates must have postgraduate qualifications in quantitative disciplines like mathematics, statistics, or mathematical finance. Essential skills include advanced programming (Python/R), deep understanding of financial products, statistical inference techniques, and knowledge of simulation and numerical methods.
MUFG offers a dynamic work environment in a global financial institution, providing opportunities to work on complex risk modeling challenges. The role promises professional growth, exposure to cutting-edge financial technologies, and the chance to contribute to risk management strategies for a leading international financial group.
