Quantitative Analyst

3 weeks ago


Toronto, Canada MUFG Bank, Ltd Full time

Join to apply for the Quantitative Analyst role at MUFG.

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.

Responsibilities:
  • Developing and maintaining credit risk Scorecard models, including but not limited to Probability of Default and Loss Given Default Models.
  • Playing a key role in advancing the Machine Learning initiatives including data collection and preparation, feature engineering, parameter tuning, and exploring academia for new approaches.
  • Working with model validation and governance teams to develop methods and metrics for relevant model validation.
  • Creating reports and presentations for the Group Manager and Senior Management.
Technical Skills:
  • Strong programming skills in at least one of Python, SAS or R.
  • Strong skills in statistical modeling and machine learning methods, including Regression (Linear/Logistic etc.), Decision Tree models such as Gradient Boosting Machines, and Neural Networks.
  • Proficient in data querying languages: SAS/SQL.
  • Proficient in Microsoft Office Programs: Word, Power Point, and Excel.
Qualifications:

Bachelor’s degree or higher in a quantitative or computer programming field such as Quantitative Finance, Economics, Statistics, or Computer Science.
Relevant experience in financial/economic modeling and/or Scorecard modeling preferred through prior internship, undergraduate/graduate level research, or work position.

The job description and related application pertains to an opportunity with either MUFG Bank, Ltd., Canada Branch (“MUFG Bank Canada”) or MUFG Securities (Canada), Ltd. (“MUFG Securities Canada”). The job description relates to the general nature, scope, quantity and quality of work contemplated for the position. Other duties and responsibilities not specifically described may be assigned from time to time, consistent with knowledge, skills and abilities of the incumbent.

Each of MUFG Bank Canada and MUFG Securities Canada is an equal opportunity employer.

Seniority Level

Entry level

Employment Type

Full-time

Job Function

Research, Analyst, and Information Technology

Industries

Financial Services and Banking

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