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Director, Design, Tuning and Optimization

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  • Requisition # 10054029-WD
  • Job Type Full time
  • Date Posted 06/23/2022
  • Location Charlotte, NC

Your potential. Your opportunity.

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

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 5th largest financial group in the world. Across the globe, we’re 180,000 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.

Reporting into the Regional Head of Financial Crimes Intelligence & Analytics and the Global Head of Transaction Monitoring, responsible for (i) helping to identify detection scenarios, (2) providing analytics support for developing, tuning, optimizing and modifying segmentation to improve transaction monitoring and screening systems, and (3) helping to coordinate the implementation of scenarios, which detect financial crime. Supporting leadership to ensure a globally and regionally consistent effort that enables continuing improvement to the transaction monitoring capabilities and further mitigate potential financial crime. In connection with the Global Financial Crimes Division (GFCD), supporting the development of policies and procedures for AML transaction monitoring life cycle, including reviews of scenario validation, segmentation and optimization tools. Supporting large strategic optimization and segmentation program to enhance and tune MUFG’s GFCD Transaction Monitoring Program. Recommending customer segmentation and optimization for MUFG’s GFCD monitoring system across multiple lines of business. Designing, monitoring or validating BSA/AML models and OFAC sanctions screening models. Managing the implementation, testing and evaluation performance of financial crime and compliance systems (SAS and Actimize). Utilizing quantitative testing and statistical analysis techniques pertaining to BSA/AML models, including name similarity matching, unsupervised/supervised machine learning, neural networks, fuzzy logic matching and decision trees. Applying compliance rules and regulations (OCC, FATF, FinCEN, OFAC, USA PATRIOT Act, BSA/AML and OFAC screening regulations). Designing compliance program tuning and configuration methodologies including what-if detection scenario analytics, excess over threshold, and sampling above/below-the-line (ATL/BTL) testing. Performing database querying in SAS, Actimize and Hotscan. Using vendor models (Hotscan, Actimize SAM/WLF, SearchSpace, RDC, Bridger Insight, ACE Pelican, TCH OFAC Screening (EPN), FICO Credit/Debit, Guardian Analytics and ThreatMetrix. Model risk management and associated regulatory requirements. Managing consent order review. Helping develop models involving tuning, calibration, segmentation and optimization. Performing model validation, memorializing model selection rationales and defined assumptions. Coordinating with GFCD and regional Intelligence & Analytics team members on implementation of the global model. Working collaboratively with Compliance and Financial Crimes staff in MUFG’s branches as well as across functional teams within GFCD to ensure effective and efficient operations with clearly defined roles and responsibilities. Providing support for all Transaction Monitoring initiatives for the Americas region: Canada, US, Mexico, and Brazil. Supervising the work of up to 30 employees (VP, Transaction Monitoring Data Analysts & AVP, Transaction monitoring Data employees).

Qualifications – External

Education: Bachelor's Degree in Statistics, Mathematics, Computer Science, or a related field (or foreign equivalent degree)

Experience: 10 years of transaction monitoring experience designing, monitoring and validating BSA/AML models and OFAC sanctions screening models in the banking or financial services industry; managing the implementation, testing and evaluation performance of financial crime and compliance systems (SAS and Actimize); with quantitative testing and statistical analysis techniques pertaining to BSA/AML models, including name similarity matching, unsupervised/supervised machine learning, neural networks, fuzzy logic matching and decision trees; applying compliance rules and regulations (OCC, FATF, FinCEN, OFAC, USA PATRIOT Act, BSA/AML and OFAC screening regulations); designing compliance program tuning and configuration methodologies including what-if detection scenario analytics, excess over threshold, and sampling above/below-the-line (ATL/BTL) testing; database querying in SAS, Actimize and Hotscan; and 5 years of experience must include using vendor models (Hotscan, Actimize SAM/WLF, SearchSpace, RDC, Bridger Insight, ACE Pelican, TCH OFAC Screening (EPN), FICO Credit/Debit, Guardian Analytics and ThreatMetrix; and performing model risk management pursuant to OCC/CRAD regulatory requirements; and 3 years of experience must include managing at least one consent order review.

Other: Required to work nights & weekends & be on-call during non-business hours as needed for testing and deployment purposes.

Other: Position may allow telecommuting up to 4 days a week.

Location: Charlotte, NC 28202

Reference internal requisition #10054030-WD.

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.

The above statements are intended to describe the general nature and level of 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 on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual’s associates or relatives that is protected under applicable federal, state, or local law. 

Some MUFG roles require that individuals be fully vaccinated against COVID-19, subject to exemptions for medical or religious reasons, as well as any other reason required by applicable law or order. Should you be selected for an interview, your recruiter will provide additional information.

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