Bachelor's degree or higher in Mathematics, Physics, Engineering, or Computer Science
5+ years of experience with interest rate derivatives
Direct experience with front office sales & traders
Strong knowledge of financial markets focusing on interest rate products
Advanced skills in Excel/VBA and programming in Python/C#/C++
Detail-oriented with a technical mindset
Self-motivated with strong organizational abilities
Responsibilities
Develop pricing and risk analysis tools for interest rate derivatives
Support revenue generation for S&T desk through research and optimization
Resolve P&L variances and complex pricing inquiries
Collaborate with front office to understand business requirements
Monitor daily server processes for accuracy
Adapt to changing priorities with quick, ad-hoc solutions
Share knowledge with the global quant team
Benefits
Comprehensive health and wellness benefits
Retirement plans
Educational assistance and training programs
Income replacement for qualified employees with disabilities
Paid maternity and parental bonding leave
Paid vacation, sick days, and holidays
Full Job Description
Key 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
Skills and Experience:
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
The typical base pay range for this role is between $200K - $220K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.
MUFG Benefits Summary
About Mitsubishi UFJ Financial Group, Inc
Mitsubishi UFJ Financial Group, Inc. (MUFG) is a Japanese financial services company headquartered in Tokyo, Japan. It is the holding company for the Mitsubishi UFJ Financial Group (MUFG), one of the largest financial groups in the world by assets. MUFG offers a wide range of financial services, including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing. The company has a global presence, with operations in Asia, Europe, the Americas, and other regions. MUFG is committed to sustainability and social responsibility, and has implemented various initiatives to promote environmental protection, social welfare, and diversity and inclusion.
