Vice President, Rates Desk Quant

About the role

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.

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

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

Pay

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.

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

Schedule

The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day.