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MUFG · 1 week ago

Credit Portfolio Management (CPM) - Credit Risk Analyst

New York, NY

Full-time

Hybrid

Entry Level

$90K/yr - $110K/yr

1+ years exp

Mitsubishi UFJ Financial Group (MUFG) is one of the world’s leading financial groups, striving to make a difference for every client and community they serve. The Credit Risk Analyst will monitor the corporate loan portfolio, develop exposure and capital management strategies, and support new business origination through analysis and strategy formulation.

Financial Services

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