Join a financial group that’s as committed to your future as you are. At MUFG, we share a vision for our future, we share our successes, and we strive to bring out the best in each other in everything we do. As the 5th largest bank in the world, our diverse team is connected by a common ambition to create change for the better—from forging more dynamic career paths to driving progress in our communities, to continuously reshaping the standards of global financial services. Positive impact starts here; see the change you can make as we strive to become the world’s most trusted financial group. Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the world’s leading financial groups. Headquartered in Tokyo and with over 360 years of history, MUFG has a global network with over 2,700 locations in more than 50 markets. The Group has over 180,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing. MUFG aims to “be the world’s most trusted financial group” through close collaboration among our operating companies and flexibly responding to all of the financial needs of our customers, serving society, and fostering shared and sustainable growth for a better world. MUFG’s shares trade on the Tokyo, Nagoya, and New York stock exchanges. For more information, visit https://www.mufg.jp/english
The role will support the VP in the Wholesale Credit Modeling Team within the Credit Strategies Group (CSG) in a challenging but intellectually interesting and collegial environment. The primary responsibilities will revolve around modeling credit risk as part of Credit Scorecard related projects, automating certain model production processes, and researching and constructing Machine Learning solutions for credit risk models. This position has a strong focus on financial and statistical modeling and computer science aspects of the aforementioned areas.
Primary Accountabilities:Statistical Modeling - responsibilities include:
- Developing and maintaining credit risk Scorecard models, including but not limited to Probability of Default and Loss Given Default Models
- Playing a key role in advancing the Machine Learning initiatives including data collection and preparation, feature engineering, parameter tuning, and exploring academia for new approaches.
- Working with model validation and governance teams to develop methods and metrics for relevant model validation.
- Creating reports and presentations for the Group Manager and Senior Management.
- Strong programming skills in at least one of Python, SAS or R
- Strong skills in statistical modeling and machine learning methods, including Regression (Linear/Logistic etc.), Decision Tree models such as Gradient Boosting Machines, and Neural Networks.
- Proficient in data querying languages: SAS/SQL
- Proficient in Microsoft Office Programs: Word, Power Point, and Excel
Education & Training:
- Relevant experience in financial/economic modeling and/or Scorecard modeling preferred through prior internship, undergraduate/graduate level research, or work position.
- Bachelor's degree or higher in a quantitative or computer programing field such as Quantitative Finance, Economics, Statistics, or Computer Science.
- Hybrid of in office and WFH.
The above information on this job description has been described to indicate the general nature and level of work performed by incumbents. Other duties and responsibilities not specifically described may be assigned from time to time, consistent with knowledge, skills and abilities of the incumbent. Company Chartered in 1981 and assuming its current identity as MUFG Canada Branch, our Canadian Branch is the premier Asia-based global bank in its market. We serve local and Japanese clients from the Atlantic to the Pacific with financial expertise across a number of key industries such as oil and gas, pipelines, power generation, automotive, transportation, and telecom. The receipt of this application by MUFG Bank, Ltd., Canada Branch (“MUFG Canada Branch”), does not imply or guarantee employment. MUFG Canada Branch is an equal opportunity employer. We do not discriminate in hiring or in any other aspect of employment on the basis of the grounds enumerated in the Canadian human rights act. In addition, MUFG Canada Branch complies with applicable laws prohibiting discrimination in employment in every jurisdiction in which it maintains facilities. MUFG Canada Branch provides accommodation to individuals in accordance with the requirements outlined in the Canadian human rights act and the Canada Labour Code.©2020 Mitsubishi UFJ Financial Group, Inc. All rights reserved. The MUFG logo and name is a service mark of Mitsubishi UFJ Financial Group, Inc., and is used by MUFG Bank, Ltd., Canada Branch, with permission.