Manager
BengaluruFull-time2–5 yrsPosted over a month ago
Mid-level software engineering role at MUFG Global Service in Bengaluru. Needs 2+ years and a PhD.
About the role
MUFG Global Service Private Ltd. - Bengaluru (BCIT) Do you want your voice heard and your actions to count? We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world. This means investing in talent, technologies, and tools that empower you to own your career.
What you'll do
- Run, maintain, and update the monthly production processes for generating loan-level Economic Capital results
- Perform Monte Carlo simulations of Economic Capital (catastrophic losses that occur in crisis scenarios) using vendor models such as Moody's RiskFrontier
- Align EC modeling parameters (e.g. quantification of systematic risks in individual credit position, PD/LGD correlation, etc.)
- Conduct peer code reviews, promote best coding practice, explore cutting-edge technologies and tools for production process automation
- Develop and promote tools and technology to facilitate stakeholder communications
What you need
- Git
- Python
- AWS
- Machine learning
- Deep learning
- R
Good to have
- Pandas
- Credit risk