Assistant Vice President, Model Risk Manager

**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.

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Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

The AVP, Model Validation Quantitative Analyst within the Quantitative Risk Control (QRC) supports best-practice model risk activities consistent with the MUFG Model Governance Program. The models include those used within the various Business Units for supporting Global trading, lending, pricing, Securitization, and Capital market activities.

• *Responsibilities**:

Model Risk Management:

• Developing, maintaining, and implementing the Bank's Model Risk Management Program covering Wholesale Credit risk models which are used for supporting risk scoring, decision-making, stress testing, ALLL/CECL/IFRS 9, economic capital estimation, financial reporting, and risk management
• Monitor model performance reports on an on-going basis to ensure models remain valid

Model Validation:

• Perform independent validations of various models developed based on statistical analysis and machine learning techniques
• Document the validation outcome in high-quality validation report and manage resolution of findings with model developers

Maintain Model Inventory:

• Conduct model/non-model assessment
• Issue/finding closure, and model annual review

Collaboration:

• Support relationship with regulators and internal audit
• Team player, ability to communicate technical concepts to non-technical audience
• *Skills & Experience**
• Strong skills in quantitative methods including statistical analysis, and credit risk modeling
• Strong skills in quantitative methods and computer technology, such as Python, R and SAS
• 3-5 years' experience in related field
• Strong understanding of financial services industry
• Strong verbal/communication skills
• Attention to details
• *Education**:

• Advanced degree of Masters or higher in statistics, finance, or other quantitative field
• Industry certifications a plus (e.g., CFA, FRM)

Each of MUFG Bank Canada and MUFG Securities Canada is an equal opportunity employer.