Vice President, Rates Desk Quant

MUFG•New York, NY

1d•Hybrid

About The Position

Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 150,000 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. The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details.

Requirements

Bachelor’s degree or higher in a scientific field such as Mathematics, Physics, Engineering, or Computer Science
Minimum 5 years of experience working with interest rate derivatives (swaps, swaptions, capfloors, futures, future options, etc.)
Experience working directly with front office sales & traders
Strong knowledge of financial markets with emphasis on interest rate products
Advanced Excel/VBA development skills
Programming skills in Python/C#/C++
Technical mind set with high attention to detail
Self-motivated with strong organizational skills
Resilient and able to deliver under pressure in fast-paced environment
Good written and verbal communication skills

Responsibilities

Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk
Assist S&T desk to generate revenue through research, optimization, improved efficiencies, etc.
Investigate and resolve issues such as P&L variance, risk discrepancy, complex pricing inquiry
Engage directly with front office to understand business requirements and communicate timelines
Monitor daily server processes to ensure accuracy and stability
Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary
Work closely and share knowledge with global quant team