Analyst, Liquidity Risk and Product Control (1 Year Contract)

About the role

Mitsubishi UFJ Financial Group (MUFG) is hiring an Analyst for a 1-year contract within its market risk management department in Singapore. The role is hybrid, covering liquidity control and liquidity risk data reporting for Asia branches, plus market risk data generation and reporting on Global Markets (Trading) and Treasury (ALM) activities.

Key responsibilities

• Liquidity risk: prepare monthly and other periodic liquidity risk reports for management; monitor liquidity risk indicators, balance sheet, net interest income and stress testing
• Analyse APAC balance sheet data and help standardise balance sheet reporting and the contingency funding plan of APAC branches
• Maintain and improve internal processes and EUCs for funding liquidity risk management
• Ad hoc support for Asset Liability Management Committee meetings in Singapore and APAC, including data and presentation preparation
• Product control: prepare daily, monthly and periodic risk reports; monitor dealers' positions and P/L
• Monitor market risk Greeks (delta, PV01, gamma, vega, theta) and market and credit limits, and reconcile data across systems
• Capture market data accurately before uploading to front systems for Asia and Oceania, run ad-hoc project UAT and support regional branches

Required profile

• Bachelor's degree in accounting, business, data science, statistics, quantitative finance, economics or similar
• No prior experience required; candidates with relevant internship experience may also be considered
• Desirable: basic understanding of balance sheet, ALM and funding risk management
• Preferred: good problem-solving, initiative, teamwork, communication skills and prior experience in data visualisation, process streamlining and large data sets

Required skills

• Knowledge of banking, money market and derivatives products
• Tableau, Excel with VBA and Power Query
• Analytical mindset and ability to extract insights from data