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Quantitative Model Risk Analyst

2 months ago

London, Greater London, United Kingdom MUFG Americas Full time
Overview of the Role

MUFG Americas is seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring compliance with regulatory requirements and industry best practices.

Main Responsibilities
  • Validate pricing models across all asset classes and model types
  • Design and implement challenger models to ensure accuracy and reliability
  • Conduct quantitative analysis and review of model frameworks, assumptions, data, and results
  • Test numerical implementations and review documentation
  • Ensure adherence to governance requirements and regulatory standards
  • Document findings and recommendations for model improvements
Requirements
  • At least 1 year of experience in quantitative modeling or model validation
  • Strong background in math and probability theory, applied to finance
  • Good knowledge of data science and statistical inference techniques
  • Excellent programming skills in Python or R
  • Awareness of latest technical developments in financial mathematics and risk modeling
What We Offer

MUFG Americas is committed to fostering a diverse and inclusive work environment. We offer a competitive salary, comprehensive benefits package, and opportunities for professional growth and development.

We are an equal opportunities employer and welcome applications from all qualified candidates.