MUFG Americas

Liquidity Risk Systems Analyst


Pay$165000.00 / year
LocationNew York/New York
Employment typeFull-Time

This job is now closed

  • Job Description

      Req#: 10060922-WD

      Do you want your voice heard and your actions to count?

      Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th 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.

      This is a hybrid position. The selected colleague will work at an MUFG office or client sites up to four days per week and work remotely the remaining day(s). A member of our Talent Acquisition team will provide more details.

      Ensuring the proper calibration of the Banks Oracle system, which is of paramount importance to ensure appropriate reporting in line with both regulatory and internal requirements. Responsible for troubleshooting system issues, project enhancements, and coordinating project development, which will assist in determining what future software or hardware is required, as well as training other staff members in the use of the Oracle system. Designing and implementing risk management models which require sophisticated modeling of future events and customer behavior based on statistical analysis of historical data with an overlay of business judgment. Performing software system development and testing utilizing VBA and SQL, and UAT/SIT for technology projects. Utilizing data from ALM, and LRM to monitor stressed cash flows, Using HP Quality Center (HP ALM) for UAT issue logging; and utilizing OBIEE to generate both out of the box and adhoc reporting. Calculating and reconciling cash flow back to data source, and utilizing 2052a for LCR creation. Monitoring cash flows for financial products (Fixed income, commitments, derivatives, Loans, Deposit, CDs and CP). Developing and testing quantitative models of Liquidity and Interest Rate Risk for implementation that will be based on predicting behavioral assumptions of funding from retail and wholesale customers and validation of base and stressed cash flows. Performing analysis of liquidity and interest rate metrics to suggest optimization of the balance sheet, within the constraints of the Risk Appetite of the Bank, including the use of computer systems to enhance analysis to find the solution for business problems. Supporting daily liquidity reports to Bank Regulators, senior management, and Tokyo Head Office. Leading ad hoc liquidity risk management analysis and reporting using VBA, SQL, and Bloomberg. Working closely with the Americas Region Branch offices (Brazil, Canada, Mexico, etc.) on Liquidity Management areas as the New York branch serves as the regional headquarters for the Americas region, including working with overseas teams to determine if new systems or software is required to fulfil requirements.

      Qualifications – External

      Education: Bachelor’s degree in Applied Computer Science, Information Technology, or a related field (or foreign equivalent degree).

      Experience: 5 years of experience performing software system development and testing utilizing VBA and SQL; in an Oracle environment performing OBIEE reporting including building ad-hoc and out of the box reports; and with HP Quality center (HP ALM); and 3 years of experience must include using ALM and LRM; calculating and reconciling cash flow back to data source, and utilizing 2052a for LCR creation; with financial products (Fixed income, commitments, derivatives, Loans, Deposit, CDs and CP); and performing testing for technology projects.

      Other: Position allows telecommuting 3 days a week

      Wage: $138,590 to $165,000 U.S. dollars per year

      Employer: MUFG Bank, Ltd.

      Location: New York, NY 10020

      Reference internal requisition# 10060923-WD

      We are committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our people and our business; Equal Opportunity Employer: Minority/Female/Disability/Veteran.

      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/Affirmative Action 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.

      #LI-Hybrid
  • About the company

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