Market and Liquidity Risk Analyst

Job Description

Analyst-Market & Liquidity Risk | Mitsubishi UFJ Financial Group

The Tone:
This is a hybrid role at Mitsubishi UFJ Financial Group (MUFG), located in Bengaluru. MUFG is one of the world’s leading financial groups, striving to make a difference for every client, organization, and community. This role is crucial in supporting the second line of defense for market and liquidity risk management across Asia branches, ensuring robust risk practices and control functions are maintained and enhanced.

The TL;DR
• Role: Full Time
• Type: Hybrid
• Location: In-person – Bengaluru, India (Karnataka)

• Team: Second Line Market and Liquidity Risk Management, reporting to Senior Analyst/VP/Director
• Mission: Enhance and support market and liquidity risk management practices and control functions for Asia branches as a second line of defense.
• Tech Stack: Python, Excel VBA, Tableau, Alteryx

What You’ll Actually Do
• Market Risk Reporting: Prepare daily, monthly, and periodic risk reports, including PnL, VaR, and risk exposures analysis for the bank’s trading and treasury portfolios.
• Market Risk Monitoring: Monitor individual dealer positions, P&L, market risk greeks (delta, PV01, gamma, vega, theta), perform market risk stress testing, and daily VaR back-testing and analysis.
• Liquidity Risk Management: Prepare daily, monthly, and other periodic liquidity risk reports for management, support Asset Liability Management Committee meetings, and conduct regular monitoring of liquidity risk indicators and stress testing.
• Second Line Oversight: Support regional and local branch risk managers in preparing materials for ALM/MRM Committee meetings and regulatory reporting, and provide advisory for market and liquidity risk management activities to internal stakeholders.
• Project Support: Work in close partnership with the regional risk management team to support ongoing Head Office or regional projects related to market and liquidity risk, including process simplification, streamlining, and implementation of industry best practices.

The Must-Haves
• Background: Bachelor’s degree in Finance, Accounting, Economics, Mathematics, Statistics or a related field; Entry-Level career experience.
• Experience: At least 1 year of experience in Banking, Treasury, or Risk management is required; prior experience in process streamlining, automation, and conceptualizing automated control solutions is preferred.
• Skills: Strong knowledge of Python and Excel VBA; excellent oral and written communication in English; strong interpersonal and business analytical skills.
• Bonus: MBA or CA qualification; good knowledge of Tableau or Alteryx; experience in ALM and funding risk management; good knowledge of banking and derivatives products.