MUFG Bank - New York, NY
posted 3 months ago
Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world's 10 largest financial institutions according to S & P Global. Across the globe, we're 120,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world. With a vision to be the world's most trusted financial group, it's part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career. Join MUFG, where being inspired is expected and making a meaningful impact is rewarded. The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details. Position: Analyst, Quality Assurance Position Summary: A dynamic credit risk reporting role focused on designing and producing industry-best-practice reports used by the Quality Assurance Team for aggregate portfolio trend identification, which are presented to credit risk managers, including the Chief Risk Officer, Chief Credit Officer, Credit Risk Committee, U.S. Risk Committee, and First and Second Line of Defense colleagues to understand and manage the Bank's diverse credit portfolio. Work with the Head of QA to define and design report content for portfolio oversight and decision-making, and for governance committee consumption, including Credit Risk Committee, Americas Risk Committee, and U.S. Risk Committee. Leverage the Bank's existing reporting capabilities (Enterprise Data Platform, Tableau/Microsoft BI, etc.), as well as a specially devised Excel-based line card created by the QA Team for analytical purposes to identify aggregate portfolio trends, variances from policy, underwriting weaknesses, etc., to aid in an industry-leading best practices approach in portfolio management.