372 Quantitative Modeling jobs in the United Kingdom

Our client, a prestigious financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their team in **Derby, Derbyshire, UK**. This role is crucial for developing and implementing sophisticated financial models, driving strategic decision-making, and managing risk. You will work closely with trading desks, risk management, and technology teams to create cutting-edge analytical solutions. The ideal candidate possesses a deep understanding of financial markets, advanced mathematical skills, and proficiency in programming languages used for quantitative analysis.

Responsibilities:

• Develop, validate, and implement complex quantitative models for pricing, risk management, and trading strategies across various asset classes (e.g., equities, fixed income, derivatives).
• Analyze large datasets to identify market trends, assess risk exposures, and support investment decisions.
• Collaborate with traders, portfolio managers, and risk officers to understand their analytical needs and provide tailored solutions.
• Design and execute back-testing and scenario analysis for developed models.
• Ensure models are compliant with regulatory requirements and internal policies.
• Contribute to the technological infrastructure supporting quantitative research and development.
• Develop and maintain clear and concise documentation for all models and methodologies.
• Present complex quantitative findings to both technical and non-technical stakeholders.
• Identify opportunities for model improvement and innovation.
• Mentor junior quantitative analysts and contribute to team development.
• Stay abreast of industry best practices, emerging financial instruments, and regulatory changes.
• Work closely with IT teams to ensure efficient implementation and deployment of models.

Qualifications:

• Master's degree or PhD in a quantitative field such as Mathematics, Physics, Statistics, Economics, Computer Science, or Financial Engineering.
• Minimum of 5 years of experience in a quantitative analyst role within investment banking, asset management, or a hedge fund.
• Strong expertise in financial modeling, including stochastic calculus, time series analysis, and derivative pricing.
• Proficiency in programming languages such as Python, C++, R, or MATLAB.
• Experience with financial databases and data manipulation tools (e.g., SQL).
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong understanding of financial markets, trading strategies, and risk management principles.
• Ability to communicate complex technical concepts effectively to diverse audiences.
• Experience with risk management frameworks (e.g., VaR, CVA, XVA) is a plus.
• Familiarity with machine learning techniques applied to finance is advantageous.
• Ability to work effectively in a fast-paced, team-oriented environment.

This is an exciting opportunity for a talented quant professional to contribute to a leading financial firm and make a significant impact on its trading and risk management capabilities.

Our client is searching for an exceptional Lead Quantitative Analyst to spearhead their financial modeling initiatives. This fully remote position offers the chance to work on complex financial instruments and strategies from the comfort of your home office. You will be responsible for developing, validating, and implementing sophisticated quantitative models that drive critical business decisions in trading, risk management, and product development. This role requires a deep understanding of financial markets, advanced mathematics, and cutting-edge programming techniques.

Key Responsibilities:

• Develop, test, and deploy advanced quantitative models for pricing, risk management, and hedging of financial derivatives.
• Lead a team of quantitative analysts, providing technical guidance and mentorship.
• Collaborate with traders, portfolio managers, and risk officers to understand their modeling needs.
• Perform rigorous back-testing and validation of model performance against market data.
• Identify and research new mathematical approaches and statistical techniques for financial modeling.
• Contribute to the design and implementation of robust data infrastructure for quantitative analysis.
• Communicate complex modeling concepts and results clearly to diverse stakeholders.
• Stay updated with regulatory changes and their impact on financial modeling requirements.
• Ensure compliance with internal policies and industry best practices.
• Drive innovation in quantitative research and model development.

Qualifications:

• Master's or PhD in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
• Minimum of 7 years of experience in quantitative finance, with at least 2 years in a lead or senior role.
• Strong expertise in stochastic calculus, time series analysis, and numerical methods.
• Proficiency in programming languages commonly used in quant finance, such as Python (NumPy, SciPy, Pandas), C++, or R.
• Experience with large datasets and database technologies (e.g., SQL).
• Deep understanding of various financial markets (equities, fixed income, derivatives).
• Proven ability to lead projects and mentor junior team members.
• Excellent problem-solving and analytical skills.
• Strong communication and presentation abilities.
• Demonstrated success in developing and deploying production-level quantitative models.
• Must be able to work effectively in a fully remote setting.

This position is an excellent opportunity for a seasoned quant professional based in the UK to contribute to a leading financial institution from Glasgow, Scotland, UK , remotely. Embrace a flexible work environment while tackling challenging financial problems.

Our client, a leading financial institution, is seeking a highly analytical and skilled Senior Quantitative Analyst to join their sophisticated team in **Brighton, East Sussex, UK**. This role is instrumental in developing, implementing, and validating complex financial models that drive critical business decisions across trading, risk management, and product development. The ideal candidate will possess a strong mathematical background, exceptional programming skills, and a deep understanding of financial markets.

Key Responsibilities:

• Design, develop, and implement cutting-edge quantitative models for pricing derivatives, assessing risk, and optimizing trading strategies.
• Perform rigorous back-testing and validation of models to ensure accuracy, robustness, and compliance with regulatory requirements.
• Collaborate closely with traders, portfolio managers, risk officers, and IT teams to understand business needs and translate them into quantitative solutions.
• Analyze large datasets to identify market trends, generate insights, and inform model enhancements.
• Contribute to the development and enhancement of the firm's risk management framework through sophisticated modeling techniques.
• Research and evaluate new quantitative methodologies and technologies to improve modeling capabilities.
• Document model specifications, assumptions, methodologies, and limitations thoroughly.
• Present complex quantitative concepts and findings clearly and concisely to both technical and non-technical audiences.
• Mentor junior quantitative analysts and contribute to the team's overall technical expertise.
• Ensure adherence to all internal policies and external regulations governing financial modeling and risk management.

Qualifications and Skills:

• Master's degree or PhD in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Computer Science.
• Minimum of 5 years of experience in a quantitative analysis role within the financial services industry.
• Strong proficiency in programming languages commonly used in quantitative finance, such as Python (NumPy, SciPy, Pandas), C++, or R.
• Extensive experience with financial modeling techniques, including Monte Carlo simulations, time series analysis, stochastic calculus, and econometrics.
• Deep understanding of financial derivatives, fixed income, equities, and risk management principles.
• Experience with data manipulation and database technologies (e.g., SQL).
• Excellent analytical, problem-solving, and critical thinking skills.
• Effective communication and presentation skills, with the ability to articulate complex ideas.
• Ability to work independently and collaboratively in a fast-paced, team-oriented environment.
• Familiarity with regulatory frameworks such as Basel III and Solvency II is a plus.
• Experience working in a hybrid office setup, balancing remote collaboration with in-person meetings.

This position offers a competitive remuneration package, performance-based bonuses, and excellent career advancement opportunities within a globally recognized financial organization.

Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their dynamic team. This role offers a hybrid working arrangement, blending remote flexibility with essential in-office collaboration. You will be instrumental in developing and implementing sophisticated quantitative models for risk management, pricing, and trading strategies. This position demands a strong foundation in mathematics, statistics, programming, and financial markets, with a proven ability to translate complex financial concepts into actionable analytical solutions.

Responsibilities:

• Develop, test, and implement complex mathematical and statistical models for financial risk assessment, asset valuation, and portfolio optimization.
• Design and build pricing models for various financial instruments, including derivatives and structured products.
• Conduct rigorous backtesting and validation of models to ensure accuracy and robustness.
• Collaborate with trading desks, portfolio managers, and risk management teams to understand their analytical needs and provide tailored solutions.
• Translate business requirements into technical specifications for model development.
• Write clean, efficient, and well-documented code in languages such as Python, R, or C++.
• Analyze large datasets to identify trends, patterns, and insights relevant to financial markets.
• Stay current with industry best practices, regulatory changes, and emerging quantitative techniques.
• Prepare comprehensive documentation of models, methodologies, and results.
• Communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences.
• Contribute to the development of trading strategies and risk management frameworks.
• Mentor junior quantitative analysts and contribute to the team's knowledge sharing.

Qualifications:

• Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science.
• Minimum of 5 years of relevant experience in quantitative analysis, financial modeling, or risk management within the financial services industry.
• Expertise in developing and implementing models for pricing, risk, or trading.
• Proficiency in programming languages such as Python, R, C++, or MATLAB.
• Strong understanding of financial markets, instruments, and derivatives.
• Excellent analytical, problem-solving, and statistical modeling skills.
• Ability to work effectively in a hybrid work environment, balancing remote and in-office responsibilities.
• Strong written and verbal communication skills.
• Experience with big data technologies and machine learning techniques is a plus.

This is an excellent opportunity to contribute to critical financial operations in Aberdeen, Scotland, UK , within a collaborative and innovative environment.

Our client is seeking a highly analytical and experienced Senior Quantitative Analyst to join their sophisticated, fully remote financial analytics team. This role is pivotal in developing and implementing complex mathematical models and quantitative strategies to support investment decisions, risk management, and trading operations across global markets.

The ideal candidate will possess a strong academic background in a quantitative discipline, coupled with extensive practical experience in financial modeling, statistical analysis, and programming. You will be adept at using languages such as Python, R, or C++ to build, test, and deploy predictive models for asset pricing, portfolio optimization, and risk assessment. Collaboration with portfolio managers, traders, and risk officers will be essential, requiring clear communication of intricate quantitative concepts through virtual channels.

Key Responsibilities:

• Develop, validate, and implement sophisticated quantitative models for financial markets.
• Conduct in-depth statistical analysis and data mining of large financial datasets.
• Design and test trading algorithms and investment strategies.
• Perform risk analysis and develop risk management models.
• Collaborate with portfolio managers and traders to provide quantitative insights.
• Optimize existing models for performance and accuracy.
• Stay abreast of the latest developments in quantitative finance and econometrics.
• Write clean, efficient, and well-documented code in languages like Python, R, or C++.
• Present complex quantitative findings to stakeholders in a clear and understandable manner.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Computer Science.
• Minimum of 7 years of experience in quantitative analysis within the financial services industry.
• Proven expertise in financial modeling, time-series analysis, and statistical techniques.
• Strong programming skills in Python, R, C++, or similar languages.
• Experience with financial data vendors (e.g., Bloomberg, Refinitiv) and databases.
• Knowledge of derivatives pricing, risk management, and portfolio optimization.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation abilities, effective in a remote team environment.
• Ability to work independently and manage multiple projects simultaneously.

Join our client's leading-edge team and make a significant impact on their quantitative strategies.

Risk Management Specialist

Location : Chester (3 days on-site required)
Contract Length : 12 months to be extended.
Salary: 73,000

Are you ready to take your career to the next level in the dynamic world of Banking and Financial Services? We are seeking a passionate and proactive Risk Management Specialist to join our vibrant Network Service Assurance organization. If you're looking for an opportunity to make a significant impact while growing your skills, this is the role for you!

Position Overview:

As a Risk Management Specialist, you will play a key role in managing and reporting risks associated with our network infrastructure. You'll help ensure that our processes, procedures, and controls align with our risk framework. Your insights will guide our teams in adhering to enterprise standards and navigating compliance requirements, making you an essential part of our mission.

Key Responsibilities:

• Deliver high-quality outputs while owning assigned tasks with a proactive approach.
• Timely escalation of issues with proposed solutions.
• Cultivate and maintain relationships with team members and key stakeholders.
• Manage network architecture risk assessments and documentation.
• Coordinate risk assessment schedules and planning activities with stakeholders.
• Support internal compliance audits, representing network technology throughout the audit lifecycle.
• Collect evidence, report findings, and validate issue remediation.

What We're Looking For:

• A strong background as a Risk Management / Business Analyst with a knack for problem-solving and analytical thinking.
• Basic understanding of WAN/LAN Network Technologies and familiarity with compliance risks.
• Experience in a large enterprise environment is a plus!
• Detail-oriented and organized, demonstrating diligence in your work.
• Advanced skills in Microsoft Excel, along with proficiency in Microsoft Access, Word, PowerPoint, and Visio.
• Excellent written and verbal presentation skills with the ability to communicate complex data analytics concepts clearly.
• Prior experience in the banking or financial services sector is beneficial.

Pontoon is an employment consultancy. We put expertise, energy, and enthusiasm into improving everyone's chance of being part of the workplace. We respect and appreciate people of all ethnicities, generations, religious beliefs, sexual orientations, gender identities, and more. We do this by showcasing their talents, skills, and unique experience in an inclusive environment that helps them thrive. If you require reasonable adjustments at any stage, please let us know and we will be happy to support you.

Risk Management Specialist

Location : Chester (3 days on-site required)
Contract Length : 12 months to be extended.
Salary: 73,000

Are you ready to take your career to the next level in the dynamic world of Banking and Financial Services? We are seeking a passionate and proactive Risk Management Specialist to join our vibrant Network Service Assurance organization. If you're looking for an opportunity to make a significant impact while growing your skills, this is the role for you!

Position Overview:

As a Risk Management Specialist, you will play a key role in managing and reporting risks associated with our network infrastructure. You'll help ensure that our processes, procedures, and controls align with our risk framework. Your insights will guide our teams in adhering to enterprise standards and navigating compliance requirements, making you an essential part of our mission.

Key Responsibilities:

• Deliver high-quality outputs while owning assigned tasks with a proactive approach.
• Timely escalation of issues with proposed solutions.
• Cultivate and maintain relationships with team members and key stakeholders.
• Manage network architecture risk assessments and documentation.
• Coordinate risk assessment schedules and planning activities with stakeholders.
• Support internal compliance audits, representing network technology throughout the audit lifecycle.
• Collect evidence, report findings, and validate issue remediation.

What We're Looking For:

• A strong background as a Risk Management / Business Analyst with a knack for problem-solving and analytical thinking.
• Basic understanding of WAN/LAN Network Technologies and familiarity with compliance risks.
• Experience in a large enterprise environment is a plus!
• Detail-oriented and organized, demonstrating diligence in your work.
• Advanced skills in Microsoft Excel, along with proficiency in Microsoft Access, Word, PowerPoint, and Visio.
• Excellent written and verbal presentation skills with the ability to communicate complex data analytics concepts clearly.
• Prior experience in the banking or financial services sector is beneficial.

Pontoon is an employment consultancy. We put expertise, energy, and enthusiasm into improving everyone's chance of being part of the workplace. We respect and appreciate people of all ethnicities, generations, religious beliefs, sexual orientations, gender identities, and more. We do this by showcasing their talents, skills, and unique experience in an inclusive environment that helps them thrive. If you require reasonable adjustments at any stage, please let us know and we will be happy to support you.

**Do you want your voice heard and your actions to count?**



Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the worldu2019s leading financial groups. Across the globe, weu2019re 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 worldu2019s most trusted financial group, itu2019s 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.



**OVERVIEW OF THE DEPARTMENT/SECTION**



The Liquidity Risk team is part of the broader Market and Liquidity Risk Management department and represents the firmu2019s second line of defence to monitor adherence to the firmu2019s market risk appetite.



**MAIN PURPOSE OF THE ROLE**



**Main Purpose and Accountability of the Role**



Specifically you have accountability for supporting the Head of Liquidity Risk for MUS(EMEA) and MUFG London Branch for Liquidity Risk Management for both entities.



**Roles, Scope and Reporting Structure**



Liquidity Risk Manager for MUS(EMEA) and MUFG London Branch receives authority from and reports to the Head of Liquidity Risk for MUS(EMEA) and MUFG London Branch.



**KEY RESPONSIBILITIES**



The role holder supports the Head of Liquidity Risk for MUS(EMEA) and MUFG London Branch responsibilities and specifically is responsible for the following:


Work closely with the Treasury, Front Office and support departments to establish new business activities and products and ensure key risk issues are highlighted and addressed in the trade approval process.
Provide challenge and review to first line functions as per the conventional responsibilities expected of those within a second line control function.
Ensure that adequate limits and risk framework are in place aligning with the firmu2019s overall risk appetite and mandates, that risk positions are well managed within the established limits and limit breaches are appropriately escalated.
Providing accurate management information to facilitate better business decisions.
Maintain oversight over the quality of risk information in reports produced by the reporting team.
Engaging where appropriate relevant compliance/control processes and initiatives, e.g. Operational Risk, Internal Audits etc.
Engaging as a stakeholder where appropriate in the risk projects and ensuring that this reflects business and functional needs.
Keeping up to date with all regulatory liquidity requirements (local and Overseas) and assist with compliance on an on-going basis. This involves pro-active engagement with other areas of the Bank to share understanding of regulatory developments in the liquidity space.



For MUS(EMEA):


Monitor internal and external funding and liquidity metrics produced by the 1LoD to ensure that they remain within risk appetite and movements are explained and breaches are escalated to senior management / the regulator in a timely manner.
Review and challenge assumptions applied in liquidity metric calculations (e.g. MCO, LCR, NSFR, ALMM).
Review regulatory and industry updates (PRA consultation papers / statements of policy / EBA Q&As etc.) and opine on Treasuryu2019s interpretation of the guidance.
Review and challenge 1LoD owned policies (e.g. ILAAP, Regulatory Reporting Policy, FTP Policy, Contingency Funding Plan (CFP), Funding and Liquidity Risk Policy etc.).
Participate in the annual CFP test.
Review, challenge and approval of liquidity risk appetite (including limits).
Review and challenge EWI triggers and daily monitoring of Treasury/Finance produced metrics.
Review Interest Rate in the Banking Book (IRRBB) metrics and ensure these are governed, calculated, appropriately



For MUFG London Branch:


Management of MUFG London Branchu2019s internal liquidity risk stress-tests and gap metrics ensuring the accuracy and timeliness of information for the purposes of stress-testing and gap monitoring.
Responsibility for monitoring of liquidity risk for internal risk management.
Escalation of any vulnerability to Head of Liquidity Risk.
Monitoring of liquidity profile relative to liquidity metrics both local and Head Office.
Review and challenge EWI triggers.
Involvement in the annual CFP test.



Relationship with other functions and stakeholders


The role holder will manage the following matters, appropriate for LRM, and is responsible for:
Maintaining and enhancing good working relationships with stakeholders, including business and control / infrastructure teams globally.
Working in partnership with Risk specialists across the region and globally to share best practice, provide support and develop effective risk policies appropriate to EMEA.
Interacting with Regulators, Inspectors and Internal and External Auditors on matters pertaining to the remit of the head of liquidity risk where necessary.



**SKILLS AND EXPERIENCE**



**Functional / Technical Competencies:**



Essential


10+ years of experience in liquidity risk
Experience with liquidity risk management for broker/dealer entities.
Thorough understanding of regulatory metrics and calculation methods and assumptions.
Demonstrated ability to develop, review and maintain internal stress testing models
Excellent understanding of capital markets and products.



**Education / Qualifications:**



Preferred


Experience with regulation and calculation of metrics for interest rate in the banking book, especially for broker dealer metrics
At least a 2:1 Degree or equivalent in a numerical / science based subject
Management experience



We are open to considering flexible working requests in line with organisational requirements.



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.



At MUFG, our colleagues are our greatest assets. Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative. They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them!



**Our Culture Principles**


Client Centric
People Focused
Listen Up. Speak Up.
Innovate & Simplify
Own & Execute

**Do you want your voice heard and your actions to count?**



Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the worldu2019s leading financial groups. Across the globe, weu2019re 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 worldu2019s most trusted financial group, itu2019s 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.



**OVERVIEW OF THE DEPARTMENT/SECTION**



The Liquidity Risk team is part of the broader Market and Liquidity Risk Management department and represents the firmu2019s second line of defence to monitor adherence to the firmu2019s market risk appetite.



**MAIN PURPOSE OF THE ROLE**



**Main Purpose and Accountability of the Role**



Specifically you have accountability for supporting the Head of Liquidity Risk for MUS(EMEA) and MUFG London Branch for Liquidity Risk Management for both entities.



**Roles, Scope and Reporting Structure**



Liquidity Risk Manager for MUS(EMEA) and MUFG London Branch receives authority from and reports to the Head of Liquidity Risk for MUS(EMEA) and MUFG London Branch.



**KEY RESPONSIBILITIES**



The role holder supports the Head of Liquidity Risk for MUS(EMEA) and MUFG London Branch responsibilities and specifically is responsible for the following:


Work closely with the Treasury, Front Office and support departments to establish new business activities and products and ensure key risk issues are highlighted and addressed in the trade approval process.
Provide challenge and review to first line functions as per the conventional responsibilities expected of those within a second line control function.
Ensure that adequate limits and risk framework are in place aligning with the firmu2019s overall risk appetite and mandates, that risk positions are well managed within the established limits and limit breaches are appropriately escalated.
Providing accurate management information to facilitate better business decisions.
Maintain oversight over the quality of risk information in reports produced by the reporting team.
Engaging where appropriate relevant compliance/control processes and initiatives, e.g. Operational Risk, Internal Audits etc.
Engaging as a stakeholder where appropriate in the risk projects and ensuring that this reflects business and functional needs.
Keeping up to date with all regulatory liquidity requirements (local and Overseas) and assist with compliance on an on-going basis. This involves pro-active engagement with other areas of the Bank to share understanding of regulatory developments in the liquidity space.



For MUS(EMEA):


Monitor internal and external funding and liquidity metrics produced by the 1LoD to ensure that they remain within risk appetite and movements are explained and breaches are escalated to senior management / the regulator in a timely manner.
Review and challenge assumptions applied in liquidity metric calculations (e.g. MCO, LCR, NSFR, ALMM).
Review regulatory and industry updates (PRA consultation papers / statements of policy / EBA Q&As etc.) and opine on Treasuryu2019s interpretation of the guidance.
Review and challenge 1LoD owned policies (e.g. ILAAP, Regulatory Reporting Policy, FTP Policy, Contingency Funding Plan (CFP), Funding and Liquidity Risk Policy etc.).
Participate in the annual CFP test.
Review, challenge and approval of liquidity risk appetite (including limits).
Review and challenge EWI triggers and daily monitoring of Treasury/Finance produced metrics.
Review Interest Rate in the Banking Book (IRRBB) metrics and ensure these are governed, calculated, appropriately



For MUFG London Branch:


Management of MUFG London Branchu2019s internal liquidity risk stress-tests and gap metrics ensuring the accuracy and timeliness of information for the purposes of stress-testing and gap monitoring.
Responsibility for monitoring of liquidity risk for internal risk management.
Escalation of any vulnerability to Head of Liquidity Risk.
Monitoring of liquidity profile relative to liquidity metrics both local and Head Office.
Review and challenge EWI triggers.
Involvement in the annual CFP test.



Relationship with other functions and stakeholders


The role holder will manage the following matters, appropriate for LRM, and is responsible for:
Maintaining and enhancing good working relationships with stakeholders, including business and control / infrastructure teams globally.
Working in partnership with Risk specialists across the region and globally to share best practice, provide support and develop effective risk policies appropriate to EMEA.
Interacting with Regulators, Inspectors and Internal and External Auditors on matters pertaining to the remit of the head of liquidity risk where necessary.



**SKILLS AND EXPERIENCE**



**Functional / Technical Competencies:**



Essential


10+ years of experience in liquidity risk
Experience with liquidity risk management for broker/dealer entities.
Thorough understanding of regulatory metrics and calculation methods and assumptions.
Demonstrated ability to develop, review and maintain internal stress testing models
Excellent understanding of capital markets and products.



**Education / Qualifications:**



Preferred


Experience with regulation and calculation of metrics for interest rate in the banking book, especially for broker dealer metrics
At least a 2:1 Degree or equivalent in a numerical / science based subject
Management experience



We are open to considering flexible working requests in line with organisational requirements.



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.



At MUFG, our colleagues are our greatest assets. Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative. They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them!



**Our Culture Principles**


Client Centric
People Focused
Listen Up. Speak Up.
Innovate & Simplify
Own & Execute