Mufgamericas
Global Financial Crimes - Sanctions Screening, Tuning & Optimization, AVP - Hybr
Mufgamericas, Irving, Texas, United States, 75084
Global Financial Crimes - Transaction Monitoring, Assistant Vice President - Hybrid (Irving, TX)
Do you want your voice heard and your actions to count?Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 6th largest financial group in the world. Across the globe, we’re 160,000 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.Job Summary:Reporting into the Head of Financial Crimes Transaction Monitoring, this new position has been created for the purpose of establishing GFCD Operations Intelligence & Analytics capabilities for BTMU. The incumbent is responsible for supporting leadership to ensure a globally consistent effort that enables continuing improvement to the transaction monitoring capabilities and further mitigate potential financial crime.Major Responsibilities:Develop mathematical or statistical theory to interpret customer KYC data and historical transaction data to group customers and non-customers into segments in order to monitor their activity in the correct thresholds.Identify relationships and trends of historical transactional data for clustering for AML transaction monitoring.Analyze the clusters/relationships and present the information to Senior Managers in the data visualization tools.Create statistical representative samples for ATL/BTL testing in order to validate that the transaction monitoring model is effective and functioning accordingly.Process large amounts of data for statistical modeling and graphic analysis.Perform model validation, memorializing model selection rationales and defined assumptions.Develop and test experimental designs, sampling techniques, and analytical methods in order to monitor new typologies and emerging risks.Develop data mining methodologies, including logistic regression, random forest, XGBoost and Bayesian networks.Help develop models involving tuning, calibration, segmentation and optimization.Support the development of policies and procedures for AML transaction monitoring life cycle, including reviews of scenario validation, segmentation and optimization tools.Support large strategic optimization and segmentation program to enhance and tune MUFG's GFCD Transaction Monitoring Program.Recommend customer segmentation and optimization for MUFG's GFCD monitoring system across multiple lines of business.Coordinate with regional Intelligence & Analytics teams to implement on the global model.Work collaboratively across functional teams within GFCD to ensure effective and efficient operations with clearly defined roles and responsibilities.Experience/Skills:Knowledge of mathematics particularly statistics.Ability to code using R or Python for customer segmentation and data analytics.Ability to solve problems through mathematical and deductive reasoning.3-5 years' experience designing, analyzing, testing and/or validating BSA/AML models, and/or OFAC sanctions screening models.Familiarity implementing, testing or evaluating performance of financial crime and compliance systems.Proven track record of strong quantitative testing and statistical analysis techniques as it pertains to BSA/AML models.Familiarity of current compliance rules and regulations of the FRB, SEC, OCC, FATF, FinCEN, OFAC, and familiarity with USA PATRIOT Act, BSA/AML and OFAC screening regulations.Prior experience designing compliance program tuning and configuration methodologies.Working knowledge of one or more of the following programming platforms: SAS, Matlab, R, Python, SQL, VBA, etc.Familiarity with vendor models like Hotscan, Actimize SAM/WLF, SearchSpace, RDC, Bridger Insight, ACE Pelican, TCH OFAC Screening (EPN), FICO Credit/Debit, Guardian Analytics, and ThreatMetrix.Strong knowledge about model risk management and associated regulatory requirements.Experience interacting with the Executive Committee Leadership, control function leadership, and compliance subject matter experts.Proven excellence in execution in complex and demanding situations.Collaborative with strong interpersonal communication skills.Detail-oriented and organized execution.Executive level presentation skills.Education:Bachelor's degree in statistics, mathematics, quantitative analysis, economics or related field is required. Advanced degree preferred.
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Do you want your voice heard and your actions to count?Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 6th largest financial group in the world. Across the globe, we’re 160,000 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.Job Summary:Reporting into the Head of Financial Crimes Transaction Monitoring, this new position has been created for the purpose of establishing GFCD Operations Intelligence & Analytics capabilities for BTMU. The incumbent is responsible for supporting leadership to ensure a globally consistent effort that enables continuing improvement to the transaction monitoring capabilities and further mitigate potential financial crime.Major Responsibilities:Develop mathematical or statistical theory to interpret customer KYC data and historical transaction data to group customers and non-customers into segments in order to monitor their activity in the correct thresholds.Identify relationships and trends of historical transactional data for clustering for AML transaction monitoring.Analyze the clusters/relationships and present the information to Senior Managers in the data visualization tools.Create statistical representative samples for ATL/BTL testing in order to validate that the transaction monitoring model is effective and functioning accordingly.Process large amounts of data for statistical modeling and graphic analysis.Perform model validation, memorializing model selection rationales and defined assumptions.Develop and test experimental designs, sampling techniques, and analytical methods in order to monitor new typologies and emerging risks.Develop data mining methodologies, including logistic regression, random forest, XGBoost and Bayesian networks.Help develop models involving tuning, calibration, segmentation and optimization.Support the development of policies and procedures for AML transaction monitoring life cycle, including reviews of scenario validation, segmentation and optimization tools.Support large strategic optimization and segmentation program to enhance and tune MUFG's GFCD Transaction Monitoring Program.Recommend customer segmentation and optimization for MUFG's GFCD monitoring system across multiple lines of business.Coordinate with regional Intelligence & Analytics teams to implement on the global model.Work collaboratively across functional teams within GFCD to ensure effective and efficient operations with clearly defined roles and responsibilities.Experience/Skills:Knowledge of mathematics particularly statistics.Ability to code using R or Python for customer segmentation and data analytics.Ability to solve problems through mathematical and deductive reasoning.3-5 years' experience designing, analyzing, testing and/or validating BSA/AML models, and/or OFAC sanctions screening models.Familiarity implementing, testing or evaluating performance of financial crime and compliance systems.Proven track record of strong quantitative testing and statistical analysis techniques as it pertains to BSA/AML models.Familiarity of current compliance rules and regulations of the FRB, SEC, OCC, FATF, FinCEN, OFAC, and familiarity with USA PATRIOT Act, BSA/AML and OFAC screening regulations.Prior experience designing compliance program tuning and configuration methodologies.Working knowledge of one or more of the following programming platforms: SAS, Matlab, R, Python, SQL, VBA, etc.Familiarity with vendor models like Hotscan, Actimize SAM/WLF, SearchSpace, RDC, Bridger Insight, ACE Pelican, TCH OFAC Screening (EPN), FICO Credit/Debit, Guardian Analytics, and ThreatMetrix.Strong knowledge about model risk management and associated regulatory requirements.Experience interacting with the Executive Committee Leadership, control function leadership, and compliance subject matter experts.Proven excellence in execution in complex and demanding situations.Collaborative with strong interpersonal communication skills.Detail-oriented and organized execution.Executive level presentation skills.Education:Bachelor's degree in statistics, mathematics, quantitative analysis, economics or related field is required. Advanced degree preferred.
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