Manager - Sanctions Screening Tuning & Optimization

• In connection with the Global Financial Crimes program
• Ability to independently manage, organize, and prioritize multiple tasks, projects and responsibilities
• Create and execute test cases and scripts for testing of changes and releases
• Create tailored business rules to reduce hit rates, prepare tuning data, reviewing hit reduction strategies
• Plan, design, develop/implement code/configuration for Sanctions screening application;
• Identify and mitigate sanctions risks through periodic risk assessment on algorithms and rules;
• Perform data analysis to determine and verify business requirements/issues specification, flows and deliverables for projects.
• Produce meaningful reports from output of Sanctions screening for reporting to senior management
• Create statistical representative samples for ATL/BTL testing in order to validate that the sanctions screening 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 of models involving tuning, calibration, segmentation and optimization.
• Support the development of policies and procedures for sanctions screening life cycle.
• Coordinate with regional Intelligence & Analytics teams to implement the global model.
• Work collaboratively across functional teams within GFCD to ensure effective and efficient operations with clearly defined roles and responsibilities.

• Knowledge of Sanction Screening Optimization and Tuning.
• 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.
• 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, including name similarity matching, classification accuracy testing, unsupervised/supervised machine learning, neural networks, fuzzy logic matching, decision trees, etc.
• 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, including what-if detection scenario analytics, excess over threshold, and sampling above/below-the-line (ATL/BTL) testing.
• 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
• Bachelor's degree in statistics, mathematics, quantitative analysis, economics or related field is required. Advanced degree preferred.
• 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
• Systemic thinker across enterprise
• Process oriented coupled with a strong ability to develop appropriate program enhancing strategies
• Detail-oriented and organized execution
• Executive level presentation skills
• An Enterprise Risk Management perspective

• Experience interfacing with banking regulatorsand enforcement staff
• Thorough understanding of an effective financial crimes risk management framework
• Demonstrated ability to manage multiple projects simultaneously
• The ability to interact effectively at all levels of the organization, including Bank staff, management, directors and prudential regulators
• Ability to work autonomously and initiate and prioritize own work
• Ability to work with teams of project managers
• Solid judgment, strong negotiating skills, and a practical approach to implementation including knowledge of Bank systems
• Ability to balance regulatory requirements with the best interests of the Bank and its customers
• Ability to prepare analytical reports and visual representation of information.
• Ability to apply mathematical principles or statistical approaches where needed to solve problems.

• Bachelors Degree (B.A.) from a four-year college or university
• Masters or Doctoral degree in Statistics a plus.

• 8-10 years experience designing, analyzing, testing and/or validating BSA/AML models, and/or OFAC sanctions screening models

MUFG