Job Summary:
We are seeking a highly motivated Market Risk VP to join the Counterparty Risk and Structured Solutions Risk team within MUFG’S Americas Market Risk Department. This role will focus on the identification, measurement, and oversight of market risk exposure/ stress loss arising from bespoke financing transactions, including Equity Margin Loans, NAV-based fund financing, hybrid structures, and other structured credit solutions. The ideal candidate will have strong analytical skills, a solid understanding of financial markets, and hands-on experience with complex financial products.
Major Responsibilities:
- Monitor and analyze market risk exposures across structured financing portfolios, including Equity margin loans, NAV-based fund financing and hybrid credit structures
- Support Stress Loss limit and risk appetite framework and calibration
- Work closely with front office structuring, and credit risk teams to evaluate new deal proposals and assess associated market risks
- Partner with Quantitative Risk, Finance, and Technology to enhance pricing models, stress frameworks, and risk infrastructure
- Generate regular and ad-hoc risk reporting for senior management and regulatory stakeholders
Qualifications:
The right candidate will have:
- Bachelor’s or master’s degree in finance, Engineering, Mathematics, or a related discipline
- 5-7 years of experience in market risk, quantitative risk, or a related role supporting structured products, or traded products (OTC derivatives, SFTs)
- Strong knowledge of equity and credit markets, fund financing structures, and OTC derivatives
- Proficiency in risk modeling, stress testing, and/or VaR frameworks
- Technical skills in Python, Excel/VBA, or other analytical tools
- Strong communication skills and ability to interact with cross-functional teams
The typical base pay range for this role is between $160K - $205K 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.
MUFG Benefits Summary
