MUFG Union Bank Senior Risk Analyst in San Diego, California
MUFG Union Bank, N.A. seeks a Senior Risk Analyst for its San Diego, California location responsible for performing statistical analysis relating to loan default risk modeling utilizing advanced statistical concepts including logistic regression, segmentation, survival analysis, and statistical model development; conducting assessments of proposed credit policy changes with a focus on credit risk assessment; Identifying, collecting and analyzing both internal and industry data for effective risk evaluation and profile of risk characteristics; providing post-implementation reporting and analysis of actual performance relative to original projections as appropriate; participating in recurring risk assessments to review key product and portfolio segments; utilizing SAS and other data analysis tools to collect and analyze relevant internal and external data for comprehensive evaluation; performing data management using SQL or SAS within an enterprise data warehouse environment; reviewing and evaluating overall performance against Risk Control Framework and overall risk appetite for the division; documenting observations with supporting exhibits in presentation format for business leader reviews; providing ad hoc reporting support for ongoing risk management activities and reviews; assessing vintage performance of policy exceptions, business channels, products, customer relationship profiles and geographic segments; supporting development of new risk mitigation strategies in unstructured environment; maintaining the department’s risk reports which are produced on a monthly/quarterly basis, and making adjustments as new products or segments are introduced that would impact standard reporting; ensuring reporting is accurate by cross-referencing other available check figures; participating in maintaining appropriate EUC/SOX controls on select processes as assigned; performing financial review of key business segments including consumer lending, and products including residential mortgages and Home Equity lines of credit; and performing assessments of predicted outcome analysis against established targets and conducting sensitivity analysis based on changes in macroeconomic or consumer behavior.
Education: Master’s degree in Economics, Statistics or a related quantitative field (or foreign equivalent degree).
Experience: 3 years of experience performing quantitative and statistical analysis within either a financial services or actuarial field; utilizing advanced statistical concepts including logistic regression, segmentation, survival analysis, and statistical model development; performing assessments of predicted outcome analysis against established targets and conducting sensitivity analysis based on changes in macroeconomic or consumer behavior; performing data management using SQL or SAS within an enterprise data warehouse environment; and 1 year must include experience in the consumer lending industry conducting assessments of components of product profitability, loan utilization and default rates on key business segments including residential mortgages and home equity lines of credit.
Location: 9865 Towne Center Drive, San Diego, CA 92121
We are committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our people and our business; Equal Opportunity Employer: Minority/Female/Disability/Veteran.
Job: *Risk & Compliance
Title: Senior Risk Analyst
Location: CALIFORNIA-San Diego
Requisition ID: 34845