Sr. Risk Developer (VaR, Market, Credit) - Vice ...

Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world's leading financial groups. Across the globe, we're 120,000 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.The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details.Job Summary: The Risk Technology team is responsible for designing, integrating, and supporting Middle Office Risk systems in the organization. The team supports both Market and Credit Risk management across EMEA, North America, and Asia Pacific regions, focusing on the production of various simulation-based measures used in managing risk and calculating economic capital. The third-party S&P Global Financial Risk Analytics (FRA) simulation and pricing engine provides cross-asset coverage to calculate both market risk and credit risk measures. An in-house .NET-based application layer integrates the FRA into MUFG proprietary systems.Risk Technology has evolved rapidly over the last few years due to new regulations and industry changes introduced post the financial crisis. The Risk projects require large-scale changes to the organization's technical infrastructure, including the Risk platform. The organization is also seeking to consolidate systems globally to improve efficiencies, standardize products, and strengthen the brand. This includes efforts to adopt cloud and other new forms of digital technology.The successful candidate's primary role as part of the Risk IT Analytics team will be to work directly with business users and support the rollout of further enhancements to the Risk IT platform to meet the demands of ongoing and challenging regulatory changes. The infrastructure uses a combination of technologies, including MS SQL Server, C#, Python, and MS Azure. The role will focus on developing the Risk system using new technologies to provide innovative solutions to enhance the capabilities of the Risk Management department.Key Responsibilities: In this role, you will be responsible for tasks across MUFG's banking arm and securities business under a dual-hat arrangement. Under this arrangement, you will act and make decisions on behalf of both the bank and the securities business, subject to the same remit and level of authority, irrespective of the entity which employs you.Development and design of solutions for middle office risk management systems and related products.Liaison with users in Risk Management and other related areas to gather requirements.Production of clear technical scope and test documentation.Coordination of change control, including software management, testing, and production releases.Providing user support, including responding to user queries and supplying resolutions and fixes to issues.Liaison with third-party suppliers of software used in middle office risk management systems.Providing technical support and maintaining production environments hosting middle office risk management systems.Essential Functional Technical Competencies:Strong C# & .Net Core, SQL Server skillsPractical experience of Core Web APIPractical experience of Azure Data Lake, Docker, TeamCity, Jira, GitHub, Visual StudioPractical experience of Unit Testing, Integration Testing & development testing skillsGood understanding of microservices architectureExperience working on large-scale applicationsShould be very proactive individual who can work independently and own tasks and deliver high-quality softwareShould be able to take full responsibility for development tasks, testing, and debugging issuesShould be very organized, disciplined, and have a structured working approachCan work under pressure and tight deadlinesShould be capable of planning, managing, and mentoring junior developersShould be capable of writing high-quality Technical Scope documents and Test PlansGood English language speaking and writing skillsPreferred:Experience with Kubernetes and Cloud Computing.Web Development with ASP .NET and MVCContinuous integration with TeamCityKnowledge of Microsoft Azure.Work Experience:Experience of large-scale software projects implemented in C# .NET and MS SQL Server.Experience interacting with quantitative users to resolve complex business problems.Experience working within a Middle or Front Office Risk Technology team or equivalent role in finance.Experience of credit and market risk reporting; PV, Sensitivity, Stress, VAR, P&L Rec, PFE, Credit utilization.Experience with Markit Financial Risk Analytics.Personal Requirements:Strong problem-solving skillsStrong numerical skills and an analytical mindsetA proactive, motivated approachAgile and flexible approach to deliveryResults-driven, with a strong sense of accountabilityPrioritize and structure own workload according to delivery requirementsStrong decision-making skills, the ability to demonstrate sound judgmentExcellent attention to detail and accuracyA fast learner with the ability to understand, retain, and apply new information quicklyExcellent communication skillsOther Qualifications: As per MUFG's work policy for all personnel, candidates must work onsite for 4 days and 1 day remotely out of 1251 Avenue of the Americas, New York, NY officeThe typical base pay range for this role is between $134K - $165K depending on job-related knowledge, skills, experience, and location. This role may also be eligible for certain discretionary performance-based bonus andor 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. MUFG Benefits SummaryWe will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles' Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any.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 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.

Created: 2025-03-02