MUFG (DBA) - New York, NY

posted 26 days ago

Full-time - Senior
New York, NY
Securities, Commodity Contracts, and Other Financial Investments and Related Activities

About the position

This role is for a Senior Market Risk Manager, located in New York, covering the market risks for the Rates, FX and Secured Financing businesses. The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day.

Responsibilities

  • Provides Market Risk oversight for Rates, FX and Secured Financing businesses (US Treasuries, Interest Rate Swaps, Interest Rate Options, Futures; FX spots, Forwards, and Options; Repo and Stock Borrow Lending)
  • Work with Front Office and other risk areas to appropriately set risk appetite and limits to ensure alignment with business strategy and firm's overall risk appetite
  • Liaise closely with trading desks to better understand risks, market environment and portfolio positioning.
  • Enhance stress testing framework as part of on-going risk management activities, as well as perform ad-hoc stress testing
  • Collaborate with risk reporting teams to ensure that reported exposures are accurate and complete, including the identification and resolution of any reporting and data issues.
  • Work with the quantitative development team to enhance existing models to ensure risks are appropriately captured
  • Report and present Market Risks to senior management, risk committees, and regulators
  • Collaborate closely will colleagues within Market Risk as well as in Credit Risk
  • Supports the execution of strategic initiatives in collaboration with internal and external stakeholders
  • Manage a team of 3-4 full-time employees

Requirements

  • Bachelor's degree required in a technical or quantitative discipline, Master's degree preferred
  • 7-10 years of relevant experience in a market risk management or trading role
  • Strong understanding of a broad range of financial instruments including US Treasuries, interest rates swaps, interest rates options, futures, FX and Repo/SBL products
  • Strong quantitative and analytical skills, proficient with Excel and VBA
  • Exceptional writing skills with the ability to synthesize complex concepts and translate into easy-to-understand language, and effectively present in text or slide format
  • Strong ability to analyze and interpret data
  • Diverse and wide range of skills, knowledge, and expertise
  • Excellent communication skills
  • Management experience
  • Strong organizational skills and the ability to multi-task in a complex environment with changing priorities

Benefits

  • Comprehensive health and wellness benefits
  • Retirement plans
  • Educational assistance and training programs
  • Income replacement for qualified employees with disabilities
  • Paid maternity and parental bonding leave
  • Paid vacation, sick days, and holidays
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