Manager

MUFG Global Service Pvt Ltd (MUFG)BangalorePosted a month ago

Mid level
Full time
2+ years

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About the role

MUFG is a global financial group providing financial services to clients and organizations. This role supports economic capital production, credit risk frameworks, and credit loss forecasting models.

What you'll do

Run and update monthly loan-level economic capital production processes
Perform Monte Carlo simulations of economic capital using vendor models
Develop and enhance credit risk production processes and automation
Manage credit risk appetite and concentration limit frameworks
Implement and update credit loss forecasting models
Assess and standardize loan data extraction across systems

Skills

Must have

Credit risk modeling
Credit analytics
Economic capital modeling
Credit loss forecasting
Statistical modeling
Regression analysis
Multivariate analysis
Monte carlo simulation
Data analytics
Model development

Nice to have

Tools

R
Python
pandas
Git
Bitbucket
AWS
Moody's riskfrontier

Who it's for

Education: Bachelor's degree
Degree: computer science, engineering, finance
Experience: 2+ years
Domain: banking

About MUFG Global Service Pvt Ltd (MUFG)

MUFG Global Service Pvt Ltd (MUFG) has 36 open roles in Bangalore, at MUFG Global Service Bengaluru. See every MUFG Global Service Pvt Ltd (MUFG) role.