Vice President, Risk IT .Net Developer

Our Risk Analytics IT team is looking for a strong candidate who has experience of large scale software projects implemented in C# .NET and MS SQL Server. Experience with the Markit Financial Risk Analytics Platform or any comparable Risk/Pricing platform is also desirable. Essential characteristics of the candidate include strong problem solving, good communication and attention to detail. Previous experience working within a middle or front office Risk technology area is desirable although a strong track record of comparable experience in other areas within finance is also acceptable.

Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the world’s leading financial groups. Headquartered in Tokyo and with approximately 350 years of history, MUFG has a global network with over 2,300 offices in more than 50 countries. The Group has over 150,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing.

 

Overview of the Department / Section:

The Corporate Technology Department provides a full IT service to all business areas of the MUS overseas subsidiary companies. The Risk IT team is responsible for implementing and supporting systems for calculating and reporting consolidated Market and Counterparty Credit Risk across our global platform.

 

Main Purpose of the Role:

The Risk Analytics IT team is responsible for designing, integrating and supporting Middle Office Risk systems in the organisation using the third party Markit Financial Risk Analytics (FRA) simulation and pricing engine that provides cross-asset coverage to calculate various market and counterparty credit risk measures. An in house .NET based application layer integrates the FRA into MUFG proprietary systems.

The suitable candidate would have experience of large scale software projects implemented in C# .NET and MS SQL Server. Experience with the Markit Financial Risk Analytics Platform or any comparable Risk/Pricing platform is also desirable. Essential characteristics of the candidate include strong problem solving, good communication and attention to detail.

Previous experience working within a middle or front office Risk technology area is desirable although a strong track record of comparable experience in other areas within finance is also acceptable.

 

Key Responsibilities:

  • Deliver solutions for the Market and Credit Risk departments across global regions.
  • Provide support and analysis to resolve production issues.
  • Liaise with users in the Risk Management department to gather requirements.
  • Contribute to the design and development of the risk system.
  • Coordinating change control which will include software management, testing and production release.
  • Provide front line support as required both in and out of core hours.

 

Skills and Experience:

Required:

 

  • C# and Microsoft development stack (WCF, WF, Unity).
  • Microsoft SQL Server.
  • Design methodologies and best practices.
  • End to end development cycle knowledge.
  • Experience of working in an investment banking technology environment.
  • Planning and prioritisation skills.

 

Preference will be given to candidates with expertise in the following:

 

  • Experience of credit and market risk reporting; PV, Sensitivity, Stress, VAR, P&L Rec, PFE, Credit utilisation.
  • Experience with Markit Financial Risk Analytics.
  • Experience with Microsoft HPC Server, Grid and Cloud Computing.
  • Web Development with ASP .NET and MVC
  • Big Data Stack with Spark and Hadoop.
  • Continuous integration with Jenkins.
  • Knowledge of Microsoft Business Intelligence stack (SSAS, SSIS).

 

Personal Requirements:

 

  • Have a "can do" attitude with flexibility to adapt.
  • Good communication skills and the ability to simplify technical jargon into business speech.
  • Experience of presenting to all levels of management and across different departments.
  • Proven track record of delivering to Risk/Middle Office/Front Office.
  • Should carry an analytical mind-set.
  • Provide cross-functional training and support for other members of the team to ensure that objectives of the team are met.
  • Agile and flexible approach to delivery.
  • Excellent interpersonal skills to ensure clarity of communication to users and Technology colleagues.
  • Prioritise and structure own workload according to delivery requirements.
  • A fast learner with the ability to understand, retain and apply new information quickly.

 

MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count. We support the principles of equality, diversity and inclusion in recruitment and employment, and oppose all forms of discrimination on the grounds of age, sex, gender, sexual orientation, disability, pregnancy and maternity, race, gender reassignment, religion or belief and marriage or civil partnership.

 

We make our recruitment decisions in a non-discriminatory manner in accordance with our commitment to identifying the right skills for the right role and our obligations under the law.

Londres, Angleterre, Royaume-Uni Londres Angleterre GB