Quantitative Analyst

5 hours ago

Toronto, Canada MUFG Full time

Quantitative Analyst - Associate

**Job Summary**:
The role will support the Director in the Wholesale Credit Modeling Team within the Credit Strategies Group (CSG) in a challenging but intellectually interesting and collegiate environment. The primary responsibilities will be related to supporting increased global collaboration between CSG and Tokyo Head Office in globalizing wholesale credit modeling, making regional models more agile and consistent with market trends and regulatory expectations. The position will require frequent interactions with Lines of Business, Credit Administration and Regulators.

**Key Accountabilities**:
**Model Development and Maintenance**:

- Developing, documenting, implementing or otherwise enhancing models for credit rating, credit loss, and stress testing.
- Developing reports and presentations for the Group Manager and Senior Management.

**Model Governance**:

- Working with model governance teams to develop methods and metrics for ensuring all models continue to perform as expected and within ranges agreed to by internal model audit and model management committees.

**Develop and Maintain Key Contacts**:

- Collaborating closely with business line and risk managers to assess and manage firm wide risk management.

**New Initiatives**:

- Providing support to the Group Manager on other initiatives such as Machine Learning rating model.

**Technical Skills**:

- Exceptional skills in quantitative methods and computer technology, including statistical analysis, and computer modeling, are necessary.
- Excellent interpersonal and presentation skills are a must, including; the ability to lead and facilitate dialogue with business partners on key risk measurement issues, and the ability to collect pertinent data quickly and without unnecessary intrusion.
- Strong skills in quantitative methods and computer technology, such as Python, R and SAS required.

**Experience & Abilities**:

- 3+ years of relevant credit risk experience in the banking industry desired.
- Prior Basel II (PD/LGD/EAD models) and stress testing experience a significant plus.
- Attention to detail

**Education & Training**:

- Bachelors degree or higher in statistics, finance, or other quantitative field. Advanced degree preferred.

**Working Environment**:

- WFT-Split

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