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Market Risk Analyst

New York, NY

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

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 6th largest financial group in the world. Across the globe, we're 160,000 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.

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

This is a risk analyst role within the MUFG Americas' Market Risk Team primarily covering Rates, Credit, FX and XVA Trading desks

Major Responsibilities:

  • Support Senior Risk Managers for the daily Market Risk sign-off of their respective desks
  • Support Senior Risk Managers for ad-hoc requests from the trading desks
  • Work with risk managers to appropriately set risk appetite and limits to ensure alignment with business strategy and firm's overall risk appetite
  • Liaise closely with business to better understand market trends and impact on portfolio
  • Help Senior Market Risk Managers put together and check data for monthly committees
  • Actively participate in Market Risk Management Project
  • Interface with risk managers and front-office to understand requirements
  • Perform quantitative P/L and risk analysis


The right candidate will have:

  • Bachelors in a quantitative discipline, such as Quantitative Finance, Computer Science, Statistics, Engineering, or Mathematics
  • 1-3 years of relevant experience in a quantitative, trading or risk management function
  • Strong analytical skills and knowledge of quantitative risk models, financial engineering, and derivative valuation techniques
  • Knowledge of market and credit risk analytics, including VaR, stress testing, CVA/FVA, SIMM, and PFE
  • Strong quantitative and programming abilities (C, C++, C#, VBA, Matlab, SQL, Java, etc.)
  • Excellent communication and writing skills
  • Ability to write technical documentation

The typical base pay range for this role is between $75K - $100K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.

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/Affirmative Action 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.


Client-provided location(s): New York, NY, USA
Job ID: MUFG_Union_Bank-10058398-WD
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • HSA
    • On-Site Gym
    • HSA With Employer Contribution
    • Health Insurance
    • Dental Insurance
    • Vision Insurance
    • Life Insurance
    • Long-Term Disability
  • Parental Benefits

    • Non-Birth Parent or Paternity Leave
    • Birth Parent or Maternity Leave
  • Work Flexibility

    • Remote Work Opportunities
  • Office Life and Perks

    • Commuter Benefits Program
  • Vacation and Time Off

    • Personal/Sick Days
    • Paid Holidays
    • Paid Vacation
  • Financial and Retirement

    • Pension
    • 401(K) With Company Matching
  • Professional Development

    • Promote From Within
    • Mentor Program
    • Access to Online Courses
    • Tuition Reimbursement
  • Diversity and Inclusion

    • Diversity, Equity, and Inclusion Program