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Overview
The role supports the Financial Risk function within MUFG Canada Risk Management, with a focus on the production, analysis, governance and continuous enhancement of liquidity risk, market risk, credit risk and interest rate risk in the banking book reporting. Reporting to the Financial Risk Vice President, the incumbent is responsible for preparing and maintaining recurring risk reports, supporting ECL and portfolio credit risk analysis, monitoring risk appetite and limit metrics, maintaining EUC and procedure documentation, and assisting with committee materials for IRC, ECC, Liquidity Risk and Market Risk governance forums. The role requires excellent technical capability, including advanced data analysis, Excel/Power Query/VBA automation, source-data reconciliation, AI literacy and the ability to responsibly leverage AI-enabled tools to improve reporting efficiency, data quality, trend analysis, control effectiveness and management insight. The incumbent must demonstrate strong knowledge of the underlying risk metrics, data sources such as OVS extracts, Bloomberg and internal reporting files, and the ability to translate complex technical outputs into clear, audit-ready commentary and management materials.
Key Accountabilities
Risk reporting, analytics and governance support - responsibilities include:
Prepare, analyze and maintain recurring Financial Risk reports across liquidity risk, market risk, credit risk and IRRBB, including Liquidity Early Warning Indicators, Liquidity Limit Dashboard, Liquidity Stress Testing, daily and monthly liquidity monitoring, VaR, stress testing, DV01, sensitivity measures, portfolio concentration, IFRS 9 ECL, Watchlist inputs, Risk Appetite metrics and interest rate risk analytics.
Compile and validate source data from OVS extracts, Bloomberg, internal risk files, Treasury reports, Middle Office data, Finance inputs, facility and commitment data, exposure reports and locally maintained EUC tools to support recurring production and independent review of risk metrics.
Support the preparation of IRC, ECC, Liquidity Risk, Market Risk and other governance materials by compiling metrics, drafting commentary, preparing exhibits, explaining drivers, documenting assumptions and ensuring materials are accurate, complete and delivered within required timelines.
Perform review and challenge of report outputs, investigate material movements or exceptions, document rationale, reconcile data back to source systems, and escalate breaches, data issues or control concerns in accordance with applicable procedures.
Support for stakeholders - responsibilities include:
Coordinate with Treasury, Middle Office, Finance, Operations, Compliance, business lines, regional risk teams and Head Office to obtain data, validate assumptions, clarify methodology, and support timely completion of Financial Risk deliverables.
Provide support, oversight and guidance to first line and independent risk monitoring functions on risk reporting, risk appetite monitoring, limit usage, breach escalation and remediation tracking.
Support audit, regulatory and internal review requests by maintaining clear evidence, audit…