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Department overview: Credit Portfolio Management (CPM) is a global function that is responsible for actively managing MUFG Bank's loan portfolio including monitoring the credit quality and efficiency of the loan portfolio, developing and executing hedging and loan sales strategies to protect/optimize the bank's capital using real-market information, market research and traditional fundamental credit analysis. In addition, CPM works closely with the business lines to participate in the analysis and evaluation of new business opportunities and provide exposure management solutions when necessary.
Main purpose of the role: The successful candidate will be part of CPM for EMEA (ECPMO), which actively works with its business partners in the bank and the group to analyze new business opportunities, create and execute risk management solutions using various liquid or illiquid hedging tools such as CDS, Credit Insurance, Securitizations, Loans sales and Risk Participations and perform various analyses of the Bank's loan portfolio.
Specifically, the main purpose of this role is to provide advisory services to the Bank's relationship managers and asset originators at the point of transacting. The role sits within ECPMO's newly created Advisory Team, whose primary responsibility is to support the Bank's businesses in making lending and asset origination decisions that make best use of the Bank's balance sheet (liquidity and capital). Additionally, the role will involve managing ad hoc projects where ECPMO can facilitate the execution of new, profitable transactions and to participate in the overall risk management process to improve the risk/return characteristics of the portfolio.
Key responsibilities: To work with the Bank's relationship managers and asset originators to:
Advise them on the economics of transactions and from an overall client relationship perspective (RORA and relative value analysis). Actively monitor financial markets and economic developments to assist in appropriate benchmark selection as well as participate in market updates with business teams
Develop exposure management strategies and to advise businesses on the economics of identified alternatives
Advise on optimal hold amounts to align with the bank's risk appetite for retained credit risk
Liase with the product specialist teams involved (loan sales, credit insurance, CDS)
Perform risk-return analysis at the business line or portfolio level to help optimize portfolio constraints
Skills and experience:
Confident communicator and strong interpersonal skills;
Good functional understanding of asset pricing and modelling, incl. return calculations, pricing proxies in credit and relative value
Proficient user of MS Excel (Preferred: VBA experience);
Preferred: Experience of working with Bloomberg and other market information systems
Understanding of corporate lending with specialty focus in either Corporate and or Project Finance lending, incl. corporate credit assessment;
Understanding of credit pricing, regulatory capital, statutory and economic return measures in the area of fixed income;
Understanding of risk mitigation products such as Credit Default Swaps Credit Insurance, Loan sales, Risk Participations and Securitization, preferably including within a portfolio context;
Understanding of relationship banking and ancillary banking products such as fixed income, interest rate swaps, FX and cash management.
Education / Qualifications:
Degree educated (Business, Economics, or relevant technical subject) or demonstrating equivalent practical experience
Preferred: Industry qualification in a credit analysis or risk management related subject (CFA, CQF, etc.)
Excellent communication skills
Results driven, with a strong sense of accountability
A proactive, motivated approach.
The ability to operate with urgency and prioritise work accordingly
Strong problem solving skills
A creative and innovative approach to work
Excellent interpersonal skills
The ability to manage large workloads and tight deadlines
Excellent attention to detail and accuracy
A calm approach, with the ability to perform well in a pressurised environment
Strong numerical skills
MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count. We support the principles of equality, diversity and inclusion in recruitment and employment, and oppose all forms of discrimination on the grounds of age, sex, gender, sexual orientation, disability, pregnancy and maternity, race, gender reassignment, religion or belief and marriage or civil partnership.
We make our recruitment decisions in a non-discriminatory manner in accordance with our commitment to identifying the right skills for the right role and our obligations under the law.
Internal Number: 6083046
About MUFG Securities
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