Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 5th largest financial group in the world (as ranked by S&P Global, April 2018). In the Americas, we’re 13,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, developing positive relationships built on integrity and respect. It’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. We’re a team that accepts responsibility for the future by asking the tough questions and owning the solutions. Join MUFG and be empowered to make your voice heard and your actions count.
In this role you will be responsible for providing analytical and trading support for the Bank's Investment Portfolio.
Specific responsibilities include:
- Conduct portfolio analysis, research/trading support and reporting Major Responsibilities: Conduct and monitor relative value across market sectors to support development of total return strategies.
- Assist portfolio managers and traders in developing portfolio strategies, tactics and new products by performing and analyzing product and sector research and present findings to the team.
- Develop expertise in portfolio analytic tools such as Bloomberg, dealer models and BlackRock Solutions to support trading / rebalancing strategy formulation and execution.
- Conduct prepayment monitoring and risk analysis of the mortgage portfolio in support of total return strategy recommendations and HQLA optimization to the portfolio management team.
- Conduct performance attribution analysis to identify performance drivers and support strategies recommendations to outperform relevant benchmarks.
- 25% of your time will be in providing trading, operational and accounting/reporting support.
- You will support pre-trade analysis and perform post-trade activities.
- Assist in portfolio budgeting/business forecasting, stress testing, funds transfer pricing analysis, RAROC analysis and model assumptions.
- Support accounting, regulatory portfolio reporting and compliance requirements and produce ad hoc presentations and reports as needed.
- A minimum of 1 years of experience in fixed income portfolio analysis, particularly in Agency mortgage-backed securities and government securities.
- A college degree in Economic, Business/Finance or related fields is required. MBA and/or CFA is preferred.
- Experience in BlackRock Solutions, Yield Book and/or other fixed income analytics are preferred.
- Extensive knowledge of Agency mortgage-backed securities and government securities.
- Deep knowledge and proficiency in Bloomberg, BlackRock Solution, Excel, Word and PowerPoint Knowledge of bank balance sheet, and fixed income analytics.
- Have excellent organizational and time-management skills.
- Ambitious and results oriented with the ability to function effectively within deadlines in a team environment.
The above statements are intended to describe the general nature and level of the work being performed. They are not intended to be construed as an exhaustive list of all responsibilities, duties, and skills required of personnel so classified.
We are proud to be an Equal Opportunity / Affirmative Action Employer and committed to leveraging the diverse backgrounds, perspectives, and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate in employment decisions on the basis of any protected category.
A conviction is not an absolute bar to employment. Factors such as the age of the offense, evidence of rehabilitation, seriousness of violation, and job relatedness are considered in all employment decisions. Additionally, it’s the bank’s policy to only inquire into a candidate’s criminal history after an offer has been made. Federal law prohibits banks from employing individuals who have been convicted of, or received a pretrial diversion for, certain offenses.