Credit Portfolio Management (CPM) - Credit Risk Analyst

MUFG•New York, NY

18h•Hybrid

About The Position

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 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. 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. Credit Portfolio Management (CPM) is a global function that utilizes a market-based approach toward portfolio management from a single-name, industry and portfolio basis with the ultimate goals of supporting business opportunities, improving portfolio returns and protecting MUFG from unforeseen credit loss. The team’s core functions include: Monitoring of the corporate loan portfolio with a focus on Early Warning activities at both the single name and industry level as well as concentration management. Developing and executing exposure and capital management strategies (CDS, Insurance, Securitization) to protect/optimize the portfolio, including XVA management. Supporting new business origination through relative value analysis, concentration measurement and exposure management strategy. Enterprise Valuation analysis to support the credit underwriting process for the Bank’s leveraged loan portfolio. CPM Planning raises some initiatives to improve ROE or manage credit cost by analyzing credit portfolio, manage compliance risk for CPM activities with monitoring relevant limits, and report current situation or something which Head Office asks. Additionally, it’s part of a regional team (Americas) of CPM which actively perform various analyses of the Bank’s loan portfolio and control compliance risks.

Requirements

1-2 years' experience in banking or related field to create some reports and materials with MS Excel and PowerPoint preferred.
Bachelor’s degree (Finance preferred) with strong analytic and modeling skills with proficiency in MS Excel and PowerPoint.
Understanding of credit & risk related function
Fundamental understanding of financial accounting and credit markets.
Strong communication and partnership skills

Responsibilities

Monitor the credit quality and trends of the corporate loan portfolio by following and interpreting internal MIS (Management Information System) data and publicly available information such as secondary market prices (CDS, Bond, Loan and Equity), industry data, material news releases, company filings and market research.
Identify exposures in the portfolio at risk for credit deterioration and downgrade. Evaluate and recommend potential exposure management actions.
Carry out monitoring tasks related to CDS transactions conducted by the Public team, including compliance-related items. Also, Report CDS balances and other data to regulatory authorities as necessity.
Grasp P/L related to hedging (or managing CVA) and report to Americas Finance and Tokyo Finance. Forecast P/L by collaborating with Public CDS traders and Private CPM executers.
Provide necessary information for the Asset Liability Management (ALM) Committee and other requirements in Tokyo as needed. Also, prepare regular reports required for concentration management.
Gather distribution data from relevant parties, summarize the progress of Distribution amount monthly, create a report to show the overview and share it with Finance team.
Make the annual budget, allocate them within CPM Office of Americas (CPMOA) and monitor monthly actual expenditure to manage budget.
Assist with general administrative duties within CPMOA.