Tokyo (株)三菱UFJ銀行 ¥9,000,000 - ¥12,000,000
【仕事内容】

同社にて、以下の業務をお任せします。

・市場性与信管理システムの再構築、信用リスクの計測モデル精緻化といった各プロジェクトの推進もしくは

全体プロジェクトマネジメント(いわゆるPMO)担当

また、フロント部署の信用リスクのモデルオーナーとして、モデルを開発する部署や所管する2線とともに、

モデルの妥当性を検証する役割を担う。

・尚、所属するラインは、銀行市場部門のカウンターパーティーの信用リスク管理業務(主に市場性与信)を担っていることから、

そのライン業務の一部も担っていただく予定。

【募集組織の役割】

・1線(フロント)としての1st Line of Defense機能を強化する部署として存在。また、銀行のみならず、MUMSS、海外証券、信託も含めたMUFGグループの立場で業務遂行することも特徴の一つだが、所属するラインの管理業務は、主に銀行市場部門での業務が大半を占める

・1線(フロント)と2線(ミドル)の間に存在する1線の企画機能として、リスク管理の観点でフロントのビジネス推進を支える。フロントサポートは勿論のことながら、時にフロントへの牽制役も担う等、事業本部内の攻めと守りのバランスをとりながら運営。また、2線への申請や交渉事もフロントと連携しながら当グループが担う。

【求める人材】

【必須】

以下のいずれか2つ以上を満たす方

・PFEモデルの実装やその他信用リスク計測モデルについてのシステム開発のPMO経験のある方

・信用リスクの与信管理(ストレスシナリオ、PFE等)に関するモニタリング経験や知見を有する方

・海外業務経験、もしくはそれに比類する高い英語力を有する方(TOEIC850点以上)

【歓迎】

・信用リスクのモデルに知見のある方、現在2線(ミドル)で信用リスクのモデル開発や管理を行っている方

・システム開発のPMO経験のある方

・BIツールの活用スキル、AI活用に知見の有る方

【給与】

年収900~1200万円,※職務経験を考慮のうえ決定いたします。

【勤務地】

東京都千代田区

【勤務時間】

08:40~17:10

【雇用・契約形態】

【待遇・福利厚生】

通勤手当 住宅手当 残業手当 厚生年金基金 退職金制度 寮・社宅 資格補助制度 各種研修

【休日・休暇】

慶弔休暇 年末年始 夏期休暇 有給休暇 完全週休2日制(土・日) 祝日
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