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Quantitative Risk Manager

1 week ago

Toronto, Ontario, Canada MUFG Americas Full time

Transformative Opportunity in Quantitative Risk Management

MUFG Americas is seeking a seasoned Quantitative Risk Manager to join its esteemed team. In this pivotal role, you will be responsible for overseeing the management of enterprise-wide model risks associated with the Bank's development, deployment, and maintenance of quantitative models.

The ideal candidate will possess strong analytical skills, excellent communication abilities, and a deep understanding of regulatory requirements, particularly SR 11-7.

Key Responsibilities:

  • Model Validation: Independently validate quantitative models in the MUFG Americas model inventory, ensuring their conceptual soundness, data integrity, and computational accuracy.
  • Program Enhancement: Contribute to the development, implementation, and maintenance of the Bank's Model Risk Management Program, establishing standards for managing model risk areas, including development, governance, documentation, and performance.
  • Maintain Model Inventory: Conduct thorough quantitative process assessments, coordinate remediation progress, and perform annual inventory reviews to ensure the quality and validity of models.

Requirements:

  • A Master's or PhD in Financial Engineering, statistics, mathematics, or a related field.
  • At least 7 years of experience in the financial services industry, with knowledge of US regulatory requirements, including SR 11-7.
  • Excellent verbal and written communication skills, project management expertise, and technical skills in statistical modeling, data analysis, and computer programming.