Alm Strategies Associate

The Mitsubishi UFJ Financial Group (MUFG) is one of the world’s leading financial groups, with total assets of approximately $2.3 trillion (USD)1 as of June 30, 2015. Our services include corporate banking, commercial banking, retail banking, wealth management, investment banking, capital markets, personal and corporate trust, and transaction banking.

The ALM Strategies Associate will have primary responsibility for assisting senior team members in the development, analysis, communication and execution of the Bank's market risk management strategies and manage associated projects. The position will report to the Interest Rate Risk Manager.

* Primarily responsible for production of interest rate and macroeconomic factor forecasts used for Bank wide budgeting and planning and the CCAR process * Assist senior team members in monitoring and communication of macroeconomic trends likely to impact the Bank’s operating environment * Assist senior team members in the ongoing development of strategies and tactics to effectively manage various balance sheet risks including interest rate and liquidity risk given the dynamic balance sheet and interest rate environment. * Assist senior team members in the management of the derivatives portfolio used to hedge balance sheet interest rate risk * Contribute meaningfully to the review and analysis of Earnings-at-Risk and EVE risk results. * Prepare effective analysis and communications on risk for Senior Management, Risk Committees and the Board with the guidance of senior team members. * Present results to the Treasury management and other areas as appropriate. * Develop risk measures, performance measures, and other metrics for the ALM investment and Derivative Hedge portfolios with the guidance of senior team members. * Develop and maintain productive working partnerships with Business Lines and Finance (Controllers, Financial Planning, Strategic Planning) for all areas of mutual interest including net interest income forecasts, transfer pricing, market risk capital/RAROC, balance sheet optimization, and enterprise risk management. * Independently manage interest rate risk and related projects requiring strong quantitative, research, collaboration and communication skills and knowledge of current banking and interest rate environment

* A minimum of three to five years experience in analyzing fixed income products and markets or Bank balance sheet, particularly mortgage related assets and deposits, is required. * Excellent quantitative, analytical, and financial skills are essential. * The successful candidate must be a proven team player. * Strong organizational and project management skills are necessary. * Candidate must be self-motivated and results-oriented with the ability to excel under tight deadlines. * Experience with synthesizing macroeconomic and fixed income market research for analysis and presentation * A very high degree of proficiency in Excel, PowerPoint and database management is essential. * Treasury experience and familiarity with fixed income theory and risk management principles and practices within a commercial bank environment is preferred. * Knowledge of Bloomberg Terminal and QRM will be considered a significant plus. * A college degree in Economics, Business/Finance or related fields is required. * MBA and/or CFA is highly preferred. * Comparable related work experience will also be considered. * The Analyst will demonstrate a hands-on approach to develop insightful, value-added, actionable analytics. The analysis and appropriate recommendations are intended to have a significant impact to the earnings and risk profile of the Bank. The Analyst will often present these recommendations to Treasury Management for approval. * The Analyst will be skilled in tailoring presentations to the intended audience, while ensuring the integrity, quality, consistency, ease-of-understanding and timeliness of the information.