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.
Overview of the department: Role and responsibilities of Treasury Department are:
Control liquidity risk: Control liquidity risk effectively in EMEA region and collaborate with regional offices to build robust framework for liquidity management
Control interest risk: Control interest risk effectively and properly in EMEA region
Customer support: Support customer-orientated business growth by providing competitive transfer price as well as ample liquidity
Regulatory responsibilities: Ensure fair and prudent benchmark rates setting
Projects Management : In addition to above usual tasks, take additional tasks including many 'Projects' to promote the treasury business as whole bank basis
Main purpose of the role:
Control interest rate risk in EMEA and collaborate with regional offices to build effective framework for balance sheet management and to achieve profit target
Support balance sheet management in each office to achieve customer-orientated business expansion in EMEA region
Collaborate with regional offices and relevant divisions to tackle ALM issues and to comply with regulatory requirement
Operate in a dual-hat team in Balance Sheet Management Desk
Plan and execute balance sheet management & investment strategy under direction of Balance Sheet Management Desk Head to achieve profit target, ensuring compliance with all limits and delegated authority
Control interest rate risk arising from cash, derivatives and bond investment portfolio under direction of Balance Sheet Management Desk Head
Communicate with offices in EMEA and support them to promote treasury business in an efficient manner
Liaise with Tokyo head office, each regional office in EMEA and other stakeholders to achieve efficient balance sheet management
Establish high level compliance standard within Treasury Department to fully satisfy both internal standards and regulators' requirements
As a functionally dual-hatted employee, develop treasury business on an entity-agnostic basis (For this responsibility reporting is to the same person as in the hiring entity who is also dual-hatted). The booking of transaction in MUFG Securities EMEA plc (MUSE) / dealing on account of MUSE are both excluded from your roles and responsibilities.
Carry out routine operations and reporting as part of desk's function and responsibilities
Skills and experience: Essential:
Treasury or market risk experience, monitoring interest rate risk and P&L.
Modelling interest rate risk for cash/fixed income products
Knowledge of short-term and long-term rates markets and products (IRS, bonds, futures)
Advanced excel operation
Understanding of interest rate risk frameworks
Fluent English language
Management of interest rate positions, P&L
Understanding of repo and securities lending
Understanding of cross-currency swaps
Japanese language skills
Microsoft excel programming, Oracle SQL
Familiarity with financial industry compliance requirements
Results driven, with a strong sense of accountability
The ability to operate with urgency and prioritise work accordingly
Strong decision making skills, the ability to demonstrate sound judgement
A structured and logical approach to work
Strong problem solving 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 pressurized 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: 6434125
About MUFG Securities
eFinancialCareers is a career site specializing in financial services.