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Interest Rate Risk Analyst/Officer - Hybrid

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  • Requisition # 10047811-WD
  • Job Type Full time
  • Date Posted 11/01/2021
  • Location New York, NY

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.

This is a hybrid position. There are flexible work from home options available. A member of our recruitment team will discuss the options with you in more detail.

Job Summary:

Interest Rate Risk Analyst will provide market risk oversight within the Bank's Market Risk Monitoring (MRM) group. This position will monitor the Bank's market risk from ALM, Derivatives, Investment Portfolio activities and funding and liquidity risks. Day-to-day focus is on resolution of complex problems or transactions, where ability is required to interpret against policies, guidelines or processes. Analyst will take on full ownership for one or more processes, reports, procedures, or products, and may also be considered analytical or procedural experts representing the team on cross-function process or project deliverables.

Major Responsibilities:

  • Monitor the periodic (daily, weekly, monthly) reports on current Interest Rate risk and market conditions.
  • Execute and Maintain Market Risk Monitoring (MRM)'s internal controls relating to Treasury business activities. Includes creation and review of Interest Rate Risk policies, generation of committee materials and provide independent review of ALM/balance sheet risk management strategies adopted by the Corporate Treasury.
  • Independently monitoring and reporting on compliance with ALM, Investment, Funding, and Derivatives policy limits and guidelines on a daily and weekly basis
  • Monitor risk and P&L of all trading and banking desks daily
  • Execute processes related to periodic reporting
  • Actively participate and contribute to major department and division initiatives
  • Establish strong working relationships with Front Office, Middle Office, Back Office, and other departments


  • Bachelor's degree in a quantitative field, finance, or other related field; advance degree preferred
  • 1+ years of experience in an Interest Rate Risk or related function in a major bank or financial institution preferred
  • Programming experience in VBA or other Object Orientated Programming required, SQL experience a plus
  • High-level Excel financial modeling and analytical skills required
  • Strong writing, presentation and communications abilities required
  • Knowledge of Capital Markets and understanding of a wide range of financial products including interest- rate, fixed income and derivatives, a plus
  • Knowledge of Securitized Products a plus
  • Ideally have direct experience with an ALM software like QRM


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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