MUFG Bank, Ltd.
Quantitative Liquidity Management, Vice President
MUFG Bank, Ltd., New York, New York, us, 10261
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.
Job Summary:
MUFG - NY Branch Treasury organization is responsible for managing funding, liquidity, balance sheet, and interest rate risk for its U.S. operations. The team partners across multiple lines of businesses, finance, risk and audit functions to develop funding strategies and manage liquidity through normal and stress market environments. Liquidity team within MUFG Treasury is seeking to hire a professional focusing on liquidity management. This role provides a unique opportunity to utilize quantitative data analytics to participate in liquidity risk matters including liquidity management, regulatory compliance, assumption development, forecasting and reporting. The ideal candidate will possess a strong foundation in data science, with proven expertise in statistical analysis, machine learning algorithms, and data visualization techniques. Proficiency in programming languages such as Python or R is essential. The incumbent will support liquidity management across consolidated U.S. operations (CUSO), including understanding business funding requirements and product liquidity risk, play a key role in driving liquidity project, portfolio analysis, new product assessments, policy and procedure maintenance.
Major Responsibilities:Utilize historical data to develop and support forecasting assumptions and development of ILST assumption along with establishing appropriate documentationDevelop and implement data models and algorithms to drive innovation and strategic decision-making.Conduct rigorous statistical analysis to extract actionable insights from large, complex data sets.Create compelling data visualizations that clearly communicate complex findings to non-technical stakeholders.Collaborate with cross-functional teams to identify opportunities for leveraging company data to drive business solutions.Stay abreast of industry trends and advancements in data science to continually improve our analytical capabilities.Lead and participate in various liquidity initiatives including analyze and assess funding and liquidity risks within entity's balance sheet, develop and maintain liquidity stress test assumptions, enhance cash flow forecasting, Contingency Funding Plan (CFP), intraday and collateral management processesContribute to new product liquidity assessmentsLead and participate in ad-hoc projects as needed by senior management or regulatory initiativesWork independently and collaboratively to establish close partnerships with peers across LoB's, finance, risk and auditCreation of liquidity reports, including committee materialsSupport applicable compliance and governance related matters as necessary including regulatory reviews related to liquiditySupport system enhancement projects and development effortsCollaborate with Global and Local MUFG Americas entities to establish best practices and coordinationQualifications
6+ year relevant experience in the financial services industry with specific focus on Treasury, liquidity risk management, stress testing, liquidity reporting and/or asset liability managementStrong knowledge of the liquidity management, related regulatory requirements (Enhanced Prudential Standards - Reg YY), financial markets and productsBachelor's or Master's degree in Data Science, Computer Science, Statistics, or a related field preferred.Strong analytical skills with the ability to collect, organize, analyze, and disseminate significant amounts of information with attention to detail and accuracy.Adept at queries, report writing, and presenting findings.Strong problem-solving skills, organized and comfortable in working with and interpreting large amounts of dataMust be versatile, able to work effectively independently or as part of a team on multiple projects simultaneouslyAdvanced excel skills are preferableSQL proficiency requiredMust be able to supervise Python and R code development for applications and automationKnowledge of data managementAbility to deliver practical solutions in a demanding high-pressure environmentBachelor degree or equivalent experience required, advanced degree preferred
The typical base pay range for this role is between $149K - $180K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes 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, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.
MUFG Benefits Summary
We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles' Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any.
The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.
We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual's associates or relatives that is protected under applicable federal, state, or local law.
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.
Job Summary:
MUFG - NY Branch Treasury organization is responsible for managing funding, liquidity, balance sheet, and interest rate risk for its U.S. operations. The team partners across multiple lines of businesses, finance, risk and audit functions to develop funding strategies and manage liquidity through normal and stress market environments. Liquidity team within MUFG Treasury is seeking to hire a professional focusing on liquidity management. This role provides a unique opportunity to utilize quantitative data analytics to participate in liquidity risk matters including liquidity management, regulatory compliance, assumption development, forecasting and reporting. The ideal candidate will possess a strong foundation in data science, with proven expertise in statistical analysis, machine learning algorithms, and data visualization techniques. Proficiency in programming languages such as Python or R is essential. The incumbent will support liquidity management across consolidated U.S. operations (CUSO), including understanding business funding requirements and product liquidity risk, play a key role in driving liquidity project, portfolio analysis, new product assessments, policy and procedure maintenance.
Major Responsibilities:Utilize historical data to develop and support forecasting assumptions and development of ILST assumption along with establishing appropriate documentationDevelop and implement data models and algorithms to drive innovation and strategic decision-making.Conduct rigorous statistical analysis to extract actionable insights from large, complex data sets.Create compelling data visualizations that clearly communicate complex findings to non-technical stakeholders.Collaborate with cross-functional teams to identify opportunities for leveraging company data to drive business solutions.Stay abreast of industry trends and advancements in data science to continually improve our analytical capabilities.Lead and participate in various liquidity initiatives including analyze and assess funding and liquidity risks within entity's balance sheet, develop and maintain liquidity stress test assumptions, enhance cash flow forecasting, Contingency Funding Plan (CFP), intraday and collateral management processesContribute to new product liquidity assessmentsLead and participate in ad-hoc projects as needed by senior management or regulatory initiativesWork independently and collaboratively to establish close partnerships with peers across LoB's, finance, risk and auditCreation of liquidity reports, including committee materialsSupport applicable compliance and governance related matters as necessary including regulatory reviews related to liquiditySupport system enhancement projects and development effortsCollaborate with Global and Local MUFG Americas entities to establish best practices and coordinationQualifications
6+ year relevant experience in the financial services industry with specific focus on Treasury, liquidity risk management, stress testing, liquidity reporting and/or asset liability managementStrong knowledge of the liquidity management, related regulatory requirements (Enhanced Prudential Standards - Reg YY), financial markets and productsBachelor's or Master's degree in Data Science, Computer Science, Statistics, or a related field preferred.Strong analytical skills with the ability to collect, organize, analyze, and disseminate significant amounts of information with attention to detail and accuracy.Adept at queries, report writing, and presenting findings.Strong problem-solving skills, organized and comfortable in working with and interpreting large amounts of dataMust be versatile, able to work effectively independently or as part of a team on multiple projects simultaneouslyAdvanced excel skills are preferableSQL proficiency requiredMust be able to supervise Python and R code development for applications and automationKnowledge of data managementAbility to deliver practical solutions in a demanding high-pressure environmentBachelor degree or equivalent experience required, advanced degree preferred
The typical base pay range for this role is between $149K - $180K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes 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, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.
MUFG Benefits Summary
We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles' Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any.
The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.
We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual's associates or relatives that is protected under applicable federal, state, or local law.