CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Function positioning: The Credit Risk Management (CRM) team combines coverage of credit and enterprise risk management topics. The team monitors and escalates material credit/enterprise risks and control issues to internal committees, coordinates various 2 nd line processes (i.e. Risk Appetite Statement - RAS, Strategic Risk Assessment - SRA), contributes to ICAAP and Recovery Plan, performs stress testing, and recommends actions to the senior management. Credit Risk Management (CRM) team is part of the Risk Management Division (RMD) and organizationally reports to the Head of RMD, which in turn reports to the Chief Risk Officer (CRO). (A)VP reports to the Head of CRM, who acts as a team lead. The (A)VP has a regular interaction with functional leaders within MBE and MUFG Group. Main purpose of the role MBE is expanding its 2nd line of defense to further professionalize organization, independently manage and monitor risks, and support senior management in steering portfolio and managing its own capital. This is a new role within CRM team where our new colleague will primarily focus on enterprise risk management topics. In addition, the new team member is also expected to contribute to ICAAP and Recovery Plan processes, and support other tasks and ad-hoc assignments owned by the CRM team. In this role the new team member is expected to closely cooperate with other CRM team members, as we well as other teams within and outside of RMD. The person should be able to demonstrate excellent communication and presentation skills, think independently and critically to create own views, while efficiently manage time and work priorities. Key responsibilities
Maintain bank's Risk Appetite Statement, including assessing RAS metric effectiveness and coordinating periodic calibration, prepare periodic Risk Appetite Dashboard and report it to the internal committees;
Perform internal strategic risk assessment, contribute to the process enhancement and advice on business risk capital add-on under Pillar 2;
Perform periodic base line risk assessment, contribute to development of risk behavior standards and advice on risk KPIs in performance measurement;
Effectively challenge and contribute to development of methodologies, standards and tools for risk data aggregation and risk reporting in line with BCBS 239 requirements;
Effectively challenge and contribute to development of internal RAROC model;
Contribute to enhancement of risk management policy house, including drafting, reviewing and updating policies, guidances, procedures and work instructions;
Support stress testing activities and contribute to enhancement of current stress testing processes;
Support Internal Capital Adequacy Assessment (ICAAP) and the Recovery Plan processes;
Prepare material and deliver internal trainings on ERM topics;
Assist with regular reporting to internal and external stakeholders;
Support other ad-hoc assignments and projects owned by the CRM team.
Technical skills and Experience
At least 5 years of work experience in risk management or risk/strategic advisory roles;
Experience with multiple type of risks, previous experience with strategic risk or RAS development is an advantage;
Understanding relevant EBA guidelines and regulation in EU;
Academic degree in quantitative field, finance, business management or other relevant field of study;
Preferably completed CFA or PRM or engaged in the process;
Knowledge of risk concepts and measurements;
Analytical skills and ability to provide effective challenge to organization;
Quantitative and technical skills needed for risk reporting and analysis, basic knowledge of programming (i.e. Python, R, or SQL) is an advantage;
Fluent language skills in English;
Excellent communication and presentation skills, with ability to explain a complex topic in a structured and clear manner;
Internal Number: 5878847
eFinancialCareers is a career site specializing in financial services.