Treasury Risk- AVP

Mitsubishi UFJ Financial Group•New York, NY

2d•Hybrid

About The Position

The Treasury Risk role is responsible for managing MUFG’s Liquidity risk exposure. It involves assessing and managing risks associated with MUFG’s ability to meet its financial obligations. This position resides within the broader Risk organization. The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day.

Requirements

5–7 years of experience.
Familiar with the regulations and guidance related to Liquidity Risk Management issued by the regulators such as LCR and EPS
Maintain excellent communication and influencing skills
Strong analytical skills with great attention to detail
Maintain a positive, upbeat attitude and work ethic and work well in a teamwork environment
Proficient in Microsoft Office applications and demonstrates an innovative and proactive approach to building new and advanced MI and reporting analytics

Nice To Haves

Previous experience in a liquidity related function is preferred

Responsibilities

Identify liquidity risk drivers, assess liquidity risk exposures and monitor liquidity limits.
Assess the regulatory liquidity risk requirements including LCR, EPS and other applicable liquidity regulations.
Analyze new products, business initiatives, and complex transactions to evaluate their impact on liquidity, market, interest rate, and other financial risk profiles, and provide independent risk recommendations.
Review and challenge liquidity stress testing process including but not limited to the scenario analysis and stress assumptions on assets, liabilities and off- balance sheet exposures.
Review and maintain the liquidity risk governance policies, limits/thresholds, procedures, standards and controls to ensure they are within the defined corporate standards and regulatory requirements.
Review and challenge the first line of defense activities and the governance process to ensure Liquidity Risk taken is in accordance with the approved Risk Appetite and the proper risk management framework is deployed to measure, monitor, and control risk consistent with the overall enterprise risk management framework.
Analyzing liquidity metrics to support balance sheet optimization within the Bank’s approved Risk Appetite framework.
Collaborating with regional and international stakeholders across the Americas and Head Office to strengthen liquidity risk management processes, implement system enhancements, support strategic initiatives and global projects.
Participate in data analysis and support in material preparation for the regulatory exams and ad hoc analysis including briefings to senior management on risk management issues.
Partner with control functions (i.e. Treasury, Finance, Risk) and lines of business to leverage reports, processes and systems.
Work independently with minimal supervision, exercising sound judgment to manage competing priorities and deliver high-quality results.
Coordinate and manage governance, committee, and stakeholder meetings, including agenda development, material preparation, meeting facilitation, and action-item tracking.