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Quantitative Analyst, Vice President

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  • Requisition # 35223
  • Job Type Day
  • Location New York, NEW YORK
  • Date Posted 09/21/2020

Your potential. Your opportunity.

Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 5th largest financial group in the world (as ranked by S&P Global, April 2020).In the Americas, we’re 13,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, developing positive relationships built on integrity and respect. It’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. We’re a team that accepts responsibility for the future by asking the tough questions and owning the solutions. Join MUFG and be empowered to make your voice heard and your actions count.

Mitsubishi UFJ Securities Holdings Co., Ltd. is a wholly-owned subsidiary of MUFG.  The company conducts securities business in Japan through its domestic subsidiary Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. and internationally through its overseas subsidiaries Mitsubishi UFJ Securities International PLC, Mitsubishi UFJ Securities (USA) Inc., Mitsubishi UFJ Securities (Hong Kong), Ltd. and Mitsubishi UFJ Securities (Singapore), Ltd. Through these subsidiaries, the company provides financial products and integrated advice to both its own clients and those of the MUFG Group.

Mitsubishi UFJ Securities (MUSA) provides investment banking and brokerage products and services to institutional clients throughout the Americas. MUSA, is headquartered in New York and is active throughout the international capital markets, focusing on fixed income, debt, equity, derivatives and structured products. 


The Front Office Solutions group is responsible for developing and supporting the front office pricing, risk management, and electronic trading platforms. The group consists of a small team of developers that deliver solutions through proprietary development and the integration of third-party applications.

Main Purpose of the Role:

Quantitative analyst focused on development and support for the interest rate derivatives trading desk, with primary focus on option products. This is a dynamic role that will require an in-depth understanding of and contribution to multiple key libraries and applications.

Key Responsibilities:
  • Develop and support front office pricing, valuation, analysis, and risk management platforms.
  • Primary focus will be supporting option business but also expected to provide support to other rates businesses.
  • Engage directly with front office to understand business requirements and communicate timelines.
  • 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 Math, Statistics, Physics, or Engineering.

  • Minimum 4 years of experience working with interest rate derivatives.

  • Strong knowledge of financial markets with emphasis on interest rate products.

  • Good understanding of relative value/time series analysis and other statistical methods.

  • Advanced Excel, VBA, C#, Python development skills.

  • Technical mind set with high attention to detail.

  • Good written and verbal communication skills.

The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required of personnel so classified.

We are proud to be an Equal Opportunity/Affirmative Action Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business.  We do not discriminate in employment decisions on the basis of any protected category. 

A conviction is not an absolute bar to employment. Factors such as the age of the offense, evidence of rehabilitation, seriousness of violation, and job relatedness are considered in all employment decisions. Additionally, it’s the bank’s policy to only inquire into a candidate’s criminal history after an offer has been made. Federal law prohibits banks from employing individuals who have been convicted of, or received a pretrial diversion for, certain offenses.

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