Jobs for People with MS: National MS Society

Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 120,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.

With a vision to be the world’s most trusted financial group, it’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.

Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details.

Providing Market Risk oversight for Rates and Interest Rate Options. Working with Front Office and other risk areas to appropriately set risk appetite and limits to ensure alignment with business strategy and firm’s overall risk appetite. Performing risk management covering interest rates linear and non-linear products including Bermuda Swaptions. Performing analysis of VaR and stressed VaR, stress testing and back-testing. Performing portfolio risk analytics including Options pricing and Greek sensitivities (Delta, Gamma, Vega, Vanna, Volga, Basis, and Theta, scenario analysis, P&L attribution with market risk regulations (Basel, FRTB and Volcker Rule). Performing analysis on market risk capital calculations including Risk not in VaR, Incremental Risk Charge (IRC), and RWA. Improving market risk process using programming languages in Excel VBA, SQL, and Python (Pandas, NumPy, scikit-learn, and Matplotlib). Analyzing interest rate duration risk, interest rate curve risk, and Basis risk including On-the-Run/Off-the Run basis risk and Cash Futures Basis risk for Rates trading desk. Designing stress testing scenarios, calibrating shocks using historical market data of US Treasury yield, Fed Fund rates, SOFR rate, Repo rate and Implied Vol data. Reviewing and recommending approval for transaction as part of the pre-transaction approval framework. Liaising closely with business to better understand market trends and impact on portfolio. Enhancing stress testing framework as part of on-going risk management activities. Working with the quantitative development team to enhance existing models to ensure risks are appropriately captured. Reporting and presenting market risk to senior management, risk committees and regulators.

Education: Bachelor’s Degree in Finance, Financial Engineering, or a related quantitative field (or foreign equivalent degree).

Experience: 4 years of market risk management experience in an international bank covering interest rates linear and non-linear products including Bermuda Swaptions; performing analysis of VaR and stressed VaR, stress testing and back-testing; portfolio risk analytics including Options pricing and Greek sensitivities (Delta, Gamma, Vega, Vanna, Volga, Basis, and Theta); P&L attribution following Basel, FRTB and Volcker Rule regulations; performing analysis on market risk capital calculations including Risk not in VaR, Incremental Risk Charge (IRC), and RWA; automating market risk process using Excel VBA, SQL, and Python; and 2 years of experience must include analyzing interest rate duration, rate curve, and Basis risk (On-the-Run, Off-the Run, and cash futures basis risk) for Rates trading desk; and designing stress testing scenarios, calibrating shocks using historical market data of US Treasury yield, Fed Fund rates, SOFR rate, Repo rate and Implied Vol data.

Other: Position requires employment in-office 4 days per week and remotely 1 day per week.

Wage: $160,597 - $229,000 U.S. dollars per year

Employer: MUFG Securities Americas, Inc.

Location: New York, NY 10020

Reference internal requisition #10069922-WD.

We are committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our people and our business; Equal Opportunity Employer: Minority/Female/Disability/Veteran.

We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles’ Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any.

The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.

We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual’s associates or relatives that is protected under applicable federal, state, or local law.

At MUFG, our colleagues are our greatest assets. Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative. They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them!

Our Culture Principles

• Client Centric

• People Focused

• Listen Up. Speak Up.

• Innovate & Simplify

• Own & Execute