2027 Summer Analyst - Risk Management - Tempe, AZ

About the role

MUFG’s 10-week Risk Management Summer Analyst Program gives rising seniors hands-on experience within the Chief Risk Office of the Americas. Analysts rotate through activities in an assigned risk discipline, learn how the bank identifies and controls risk, contribute to cross-functional projects, and receive mentoring, training, and professional development guidance.

Program and Support

• Work alongside MUFG risk professionals serving as instructors and mentors throughout the program.
• Attend learning sessions led by Americas Risk Management professionals across the bank’s risk disciplines.
• Network with employees across business groups and organizational levels.
• Work at an MUFG office or client site four days weekly and remotely one day.
• Strong performance may lead to full-time employment or placement in a three-year rotation program.

Responsibilities

• Interact with Americas Risk Management colleagues, lines of business, and product owners.
• Rotate through activities within an assigned risk discipline based on background, interest, and firm needs.
• Learn how MUFG’s Risk Framework is implemented to assess, monitor, and control risk.
• Support cross-functional projects that show how risk frameworks intersect across the bank.
• Interpret data, draw conclusions, and present findings effectively.

Potential Risk Disciplines

• Credit Risk Reporting: reporting risks of loss, capital reduction, and weakened financial resilience from borrower or counterparty nonpayment.
• Liquidity Risk: assessing whether sufficient cash and liquid assets are available to meet obligations and fund activities.
• Interest Rate Risk: assessing how market interest-rate changes may affect earnings and financial position.
• Operational Risk: addressing adverse effects from failed processes, systems, human error, misconduct, or external events.
• Enterprise Risk Management: covering strategic risks and governance functions, including risk appetite and reporting.
• Quantitative Risk Control: addressing model risk from incorrect or misused model outputs and reports.

Requirements

• Graduating between December 2027 and spring 2028 with a minimum 3.0 GPA.
• Pursuing a bachelor’s degree in business, finance, economics, accounting, supply chain management, data analytics, marketing, or related field.
• Coursework in economics, finance, or business, or prior financial-industry internship experience.
• Proficiency with Microsoft Excel, Word, PowerPoint, and Outlook.
• Strong organization, project management, multitasking, communication, autonomy, adaptability, and learning skills.
• Must be permanently authorized to work in the United States without current or future visa sponsorship.

Preferred Qualifications

• Experience with Tableau, SQL, Python, Power BI, Infopath, or SharePoint.
• Previous internship, volunteer, professional, or academic club experience.
• Knowledge of banking systems, market factors, or the regulatory environment.
• Client servicing and requirements-identification experience.
• Advanced Microsoft Office skills, including Excel proficiency.