Associate Enterprise Risk & Market Risk Management

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

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th 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.

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.

Overall purpose of the role is to further develop and enhance the risk management framework and to work and collaborate effectively with MUFG EMEA (MUSE) and MUFG Bank Europe (MBE) risk teams.

Enterprise Risk Management

• Leading and coordinating (with MUSEU and MUSE stakeholders) the preparation of Internal Capital Adequacy Assessment Process (ICAAP)
• Coordinate the annual update of MUS(EU)’s Stress Testing Framework including, but not limited to, the Stress Testing Scenario Development, including reverse stress test scenarios, and develop MUS(EU)’s ability to review and challenge Integrated Stress Testing results
• Support MUSE in the coordination and update of the Risk Register for MUS(EU), the International Risk Appetite Framework, and develop MUS(EU)’s Risk Appetite and monitoring processes.
• Drafting risk sections of Annual Report and Pillar 3 reports in close collaboration with MUSE ERM team
• Provide oversight of models in use at MUS(EU) including their performance
• Maintain an develop the MUS(EU) Risk Management Framework and policy suite
• Preparation of internal and external audits, act as a central liaise risk person at MUSEU and coordinate information requests
• Collaborate with MUSE and MBE ERM teams and represent MUSEU at several governance forums

Market Risk Management

• Analysis and reporting of daily/weekly/monthly market risk reports
• Support the development and execution of the reporting and data control framework
• Liaise closely with Risk Managers to support and enhance processes
• Participate in audit and regulatory engagements relating to market risk reporting and data processes
• Work with Risk Managers, Technology and Data Officers to build and support the market risk reporting infrastructure
• Support the enhancement of policy and procedures relating to market and risk reporting and data processes
• Preparation of ad-hoc management reports

Skills&Experience

• At least 7+ years of relevant work experience (in enterprise risk and market risk management area) with a financial institution
• Academic (master) degree in a relevant field of study
• Fluent language skills in English
• Stakeholder management
• Experience in dealing with Senior Management
• Excellent working knowledge of MS office products – MS Excel, MS PowerPoint, Word applications
• Ability to challenge and ask questions
• Proactive self-starter, able to handle diverse workload

We are open to considering flexible working requests in line with organisational requirements.

MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count. We support the principles of equality, diversity and inclusion in recruitment and employment, and oppose all forms of discrimination on the grounds of age, sex, gender, sexual orientation, disability, pregnancy and maternity, race, gender reassignment, religion or belief and marriage or civil partnership.

We make our recruitment decisions in a non-discriminatory manner in accordance with our commitment to identifying the right skills for the right role and our obligations under the law.

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