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The Risk Management Division for EMEA (ERMD) is responsible for the independent identification, analysis, reporting and escalation of all market, liquidity, credit and operational risk exposures arising from MUFG Bank's business activities, acting independently of the business and providing an effective challenge process. Portfolio Management Analysis team within the Credit Risk Management Department (CRMD) is responsible for implementing all aspects of the 2nd Line risk function, including processes, tools and systems to identify, analyse, measure, monitor and report risks to all concerned including Senior Board members in order to support effective decision making.
Main purpose of the role:
Develop, manage and refine qualitative and quantitative risk reporting (MI) which meets the needs of the Board, in order to support effective decision making. Produce analytics and reporting packs to provide meaningful and useful insights on Portfolio trends and movements. Enhance and streamline the existing reporting suites and the associated processes.
In this role, you will be responsible for Portfolio Reporting and Analysis across MUFG's banking arm and securities business under a dual-hat arrangement. Under this arrangement, you will act and make decisions on behalf of both the bank and the securities business, subject to the same remit and level of authority, and irrespective of the entity which employs you. You will be responsible for the following:
1. Production of various types of the Portfolio credit risk reports.
Develop, enhance and implement management information requirements and reporting (inclusive of determining Key Performance Indicators) for the Credit Risk function. Develop and manage a MI suite that is regularly reviewed and provides the Bank with quick access to quantitative and non-quantitative information. Prepare and present various credit risk reports to senior management and committees.
2.Ensuring credit risk measurement methodologies are adequate and accountable.
Ensure that Credit Risk management practices reflect best practice, review and refine various credit risk initiatives and assist in adopting automation, streamlining processes, and identifying and implementing appropriate technology solutions. Work with Risk IT to capture, maintain and make the new information available in downstream Risk reporting systems. Build and manage internal and external partnership relationships to ensure effective delivery of projects.
3. Conducting monitoring activities for various segments of Credit Risk Portfolio.
Undertake and conduct various Portfolio monitoring activities in line with the bank's Credit Risk Policies and Credit Risk Appetite. Design, develop and produce various credit risk monitoring reports, ensuring visibility of trends/concentrations, limit monitoring, and key risks across portfolios and business lines while validating data accuracy. Conduct Deep dive analysis of different segments of the portfolio to identify themes or trends.
4. Oversight of Data management activities in Risk System.
Oversee collection and maintenance of Credit risk data in Credit Risk system (which is used for Portfolio reporting and monitoring) whilst also maintaining their standards and promoting best practices. Build relationships with key stakeholders (both internal and external), provide advice, support and solutions on a broad range of credit risk data issues.
5. Supervise and provide guidance to junior members of PMA team.
Supervise and manage activities of junior members of PMA team. Ensure timely production and delivery of the credit risk MI reports and monitoring reports. Maintain operating rigour and ensure the timely escalation within the governance structure of issues or concerns that might have a material impact on business outcomes.
Skills and experience:
Good understanding of financial products
Good knowledge of Credit Risk Management and various Credit Risk measurement techniques
Good knowledge of Regulatory (Basel) capital framework
Good knowledge of Counterparty Credit risk for Derivatives
Strong Excel Skills
Ability to handle, analyse and interpret a wide variety of large datasets
Good knowledge of MS office products (esp. MS Powerpoint, MS Access)
Able to work on their own initiative and drive the role forward to all areas of the business.
Good communication skills – Ability to present and communicate Portfolio Trends and analysis in a clear and concise manner.
Knowledge of Economic capital calcualtion models
A strong understanding of risk management within banking, including within the credit and portfolio management area.
A strong knowledge of different asset classes
A good knowledge of Economic Capital Framework/ Moody's Risk Frontier / EDF
Experience of working in the Credit Risk Management area in Corporate and Investment banking (Essential)
Experience of working in Portfolio Reporting or Credit Portfolio Management area (Essential).
Experience of showing leadership within risk analytics in both conceptual and implementation
Degree in some numeric discipline e.g. Math, Economics, Business, Statistics (Preferred)
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 decision making skills, the ability to demonstrate sound judgement
A structured and logical approach to work
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
Excellent Microsoft Office 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: 6500764
About MUFG Securities
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