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MUFG · 9 hours ago

Market Risk Manager, Vice President – Structured Products.

New York, NY

Full-time

Hybrid

Mid, Senior Level

$160K/yr - $205K/yr

5+ years exp

Mitsubishi UFJ Financial Group (MUFG) is one of the world’s leading financial groups, dedicated to making a difference for every client and community. They are seeking a highly motivated Market Risk VP to join their Counterparty Risk and Structured Solutions Risk team, focusing on the identification, measurement, and oversight of market risk exposure from bespoke financing transactions.

Financial Services

Responsibilities

Monitor and analyze market risk exposures across structured financing portfolios, including Equity margin loans, NAV-based fund financing and hybrid credit structures

Support Stress Loss limit and risk appetite framework and calibration

Work closely with front office structuring, and credit risk teams to evaluate new deal proposals and assess associated market risks

Partner with Quantitative Risk, Finance, and Technology to enhance pricing models, stress frameworks, and risk infrastructure

Generate regular and ad-hoc risk reporting for senior management and regulatory stakeholders

Qualification

Market risk managementQuantitative risk analysisRisk modelingStructured productsPythonExcel/VBACommunication skillsCross-functional collaboration

Required

Bachelor's or master's degree in finance, Engineering, Mathematics, or a related discipline

5-7 years of experience in market risk, quantitative risk, or a related role supporting structured products, or traded products (OTC derivatives, SFTs)

Strong knowledge of equity and credit markets, fund financing structures, and OTC derivatives

Proficiency in risk modeling, stress testing, and/or VaR frameworks

Technical skills in Python, Excel/VBA, or other analytical tools

Strong communication skills and ability to interact with cross-functional teams