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 in its market risk management department, based in the Singapore office at Marina One. The role is hybrid and covers both liquidity risk control and product control, supporting Asia branches.

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, collaborate with stakeholders to streamline and standardise balance sheet reporting and contingency funding plans, and 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 and stakeholder coordination
• Product control: prepare daily, monthly and periodic risk reports; monitor dealers' positions and P&L, and market risk Greeks (delta, PV01, gamma, vega, theta)
• Monitor, investigate and report market risk and credit limits, reconcile data across systems, capture market data accurately before uploading to front systems for Asia and Oceania, and perform ad hoc project UAT
• Support regional branches on product control matters

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, good communication and prior experience in data visualisation, process streamlining and working with large data sets

Required skills

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