
Senior Analyst - Quantitative Model Developer
- Bangalore, Karnataka
- Permanent
- Full-time
MUFGBank, Ltd. is Japans premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide.MUFGBanks parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the worlds leading financial groups. Headquartered in Tokyo and with over 360 years of history, the Group hasabout120,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing.
The Group aims to be the worlds most trusted financial group through close collaboration among our operating companies and flexibly respond to all the financial needs of our customers, serving society, and fostering shared and sustainable growth for a better world.MUFGs shares trade on the Tokyo, Nagoya, and New York stock exchange.Global Service Private Limited:
Established in 2020,MUFGGlobal Service Private Limited (MGS) is 100% subsidiary ofMUFGhaving offices in Bengaluru and Mumbai. MGS India has been set up as a Global Capability Centre / Centre of Excellence to provide support services across various functions such as IT, KYC/ AML, Credit, Operations etc. toMUFGBank offices globally. MGS India has plans to significantly ramp-up its growth over the next 18-24 months while servicingMUFGs global network across Americas, EMEA and Asia PacificRoles and Responsibilities:
- Data analytics, identify any inherent trend, provide recommendations for improvement and implementation.
- Develop, implement, and maintain stress testing predictive regression models and other forecasting methodologies through the stages of the models life cycle and production
- Interpret statistical and mathematical testing results to ensure any update to the models and calculators adhere to internal model risk management guidelines and regulations
- Assist in both quarterly and annually Capital Planning production processes
- Assist in FO desk interaction, ensure alignment of data driven insights against business intuition
- Assist in other ad hoc capital analysis and reports
- Degree in Mathematics, Statistics, or Financial Mathematics
- Statistical software experience (SAS, SQL, R) in addition to Excel skills
- Strong Accounting/Finance understanding
- Strong data analysis skills, trend analysis, data cleaning, data mining
- Strong modelling background, ability to carry out small scale model development/enhancement project
- Product knowledge preferred