Do you want your voice heard and your actions to count?
Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 120,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.
With a vision to be the world’s most trusted financial group, it’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.
Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.
Responsibilities:
Statistical Modeling - responsibilities include:
- Developing and maintaining credit risk Scorecard models, including but not limited to Probability of Default and Loss Given Default Models
- Playing a key role in advancing the Machine Learning initiatives including data collection and preparation, feature engineering, parameter tuning, and exploring academia for new approaches.
- Working with model validation and governance teams to develop methods and metrics for relevant model validation.
- Creating reports and presentations for the Group Manager and Senior Management.
Technical skills:
- Strong programming skills in at least one of Python, SAS or R
- Strong skills in statistical modeling and machine learning methods, including Regression (Linear/Logistic etc.), Decision Tree models such as Gradient Boosting Machines, and Neural Networks.
- Proficient in data querying languages: SAS/SQL
- Proficient in Microsoft Office Programs: Word, Power Point, and Excel
Qualification:
Bachelor’s degree or higher in a quantitative or computer programing field such as Quantitative Finance, Economics, Statistics, or Computer Science.
Relevant experience in financial/economic modeling and/or Scorecard modeling preferred through prior internship, undergraduate/graduate level research, or work position.
The job description and related application pertains to an opportunity with either MUFG Bank, Ltd., Canada Branch (“MUFG Bank Canada”) or MUFG Securities (Canada), Ltd. (“MUFG Securities Canada”). The job description relates to the general nature, scope, quantity and quality of work contemplated for the position. Other duties and responsibilities not specifically described may be assigned from time to time, consistent with knowledge, skills and abilities of the incumbent. The receipt of an application by either MUFG Bank Canada or MUFG Securities Canada, as applicable, does not imply or guarantee employment.
Each of MUFG Bank Canada and MUFG Securities Canada is an equal opportunity employer.
• As a federally regulated entity, MUFG Bank Canada is required to comply with applicable laws which prohibit discrimination based on protected grounds and which require accommodation to individuals in accordance with the requirements outlined in the Canadian Human Rights Act and the Canada Labour Code. Where MUFG Bank Canada obtains information relating to protected grounds under the Canadian Human Rights Act as part of the application process, it does so to monitor and otherwise evaluate its own compliance with such legislation and associated regulatory requirements; MUFG Bank Canada does not use such information for decision making purposes relating to the position contemplated in this application.
• As a provincially regulated entity, MUFG Securities Canada is required to comply with applicable laws which prohibit discrimination based on protected grounds and which require accommodation to individuals in accordance with the requirements outlined in the Human Rights Code (Ontario) and the Employment Standards Act (Ontario). Where MUFG Securities Canada obtains information relating to protected grounds under the Human Rights Code (Ontario) as part of the application process, it does so to monitor and otherwise evaluate its own compliance with such legislation and associated regulatory requirements; MUFG Securities Canada does not use such information for decision making purposes relating to the position contemplated in this application.
