Assistant Vice President, Market Risk Management

About the role

Mitsubishi UFJ Financial Group (MUFG) is seeking an Assistant Vice President for Market Risk Management to join its Asia Market Risk Management Team in Hong Kong. The role sits at the heart of market risk monitoring for rates and credit products, with a focus on structured financing trade risk analysis, illiquid asset risk measurement, issuer risk assessment and portfolio stress analysis. It involves close collaboration with regional and global teams, with flexible working opportunities and ongoing training.

Key responsibilities

• Monitor and manage market risk for rates and credit products across the Asia region, working closely with the sales and trading team
• Prepare daily dashboards and reports tracking portfolio performance, market triggers and P&L drivers, and challenge portfolio risks
• Review trading mandates, concentration levels and exposures, and escalate major market events to senior management
• Measure illiquid asset valuations and calculate potential stress losses
• Assess issuer risk for structured transactions and run stress tests and concentration reviews
• Design risk dashboards and reports, and support local and international projects
• Work with regional and global teams to apply global risk appetite consistently

Required profile

• Minimum of five years' solid experience in market risk management within financial services
• Strong product knowledge of rates and credit products in Asia, with the ability to spot nuanced risks quickly
• Experience with capital adequacy monitoring and Volcker rule compliance highly desirable
• Fluency in English, with another Asian language an advantage

Required skills

• Advanced quantitative skills, stress testing and expected shortfall measurement, especially for structured trades
• Experience using AI tools for data analytics and risk monitoring preferred
• Ability to present complex data clearly to senior stakeholders and to challenge trading desks independently

What we offer

• Flexible working opportunities
• Ongoing training and career development
• A collaborative, inclusive environment with international exposure