FSTEP Batch 30 - Market Risk Management

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Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 150,000 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.

FSTEP is a 3+9-month intensive graduate training programme, in collaboration with Asians Banking School, designed to equip talent with the right skills and knowledge for their transition into the financial services industry. We’re now open for the October intake registration!

The first three months of the programme, trainees will join classroom training with Asian Banking School. Click here to find out more details about the training https://www.fstep.org.my/ The remaining nine months, trainees will be attached at Market Risk Management department ("MRM").

Analyst, Market Risk Management Department

Responsibilities:

• Monitoring market positions, market risks and profit & loss arising out of transactions entered by Treasury Department to ensure compliance with approved authority and limits.
• Highlight any breach of position / VaR / loss limits to the management, the Market Risk Committee, the Risk Management Committee and any other authority as specified from time to time.
• Perform reconciliation of position held by the front office against the records of the back office.
• Update market rates for market positions in order to perform revaluation of the positions held and analysed.
• Profit & Loss generated by each category of product traded by the Treasury Department.
• Perform periodic stress tests on market and liquidity positions as required and report results and findings.
• Perform the back testing of VaR / market risk limits used.
• Perform middle office checking on treasury products.
• Monitor the Credit Risk and Credit Limits of the other market counterparties with whom the Treasury Department executes its contracts.
• Monitor and report liquidity positions held by the Treasury Department and to ensure compliance with position limits, including LCR and NSFR compliance.
• Preparation of net income and yield analysis and share the findings during the monthly Asset and Liabilities Committee (ALCO) Meeting.
• Prepare periodic reporting to ALCO on issues relating market risk, asset liability management and liquidity related.

Requirements:

• Applicant must have a recognized Degree in Economics, Finance, Accountancy, Banking or its equivalent from a recognized university or higher learning institution.
• Fresh graduates or candidates with less than 2 years of working experience is welcomed to apply.
• Possess strong knowledge in Treasury products, Market Risk Management and ALM concepts as well as reporting requirements.
• Applicant must have good analytical skills and able to work independently with minimum supervision.
• Possess good communication, report writing and strong PC skills (MS Word, Excel, PowerPoint).

Mitsubishi UFJ Financial Group (MUFG) is an equal opportunity employer. We view our employees as our key assets as they are fundamental to our long-term growth and success. MUFG is committed to hiring based on merit and organsational fit, regardless of race, religion or gender.