Manager

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

• 2–5 yrs of experience
• Git
• Python
• AWS
• Machine learning
• Deep learning
• R
• PhD

Good to have

• Pandas
• Credit risk