Vice President, Rates Desk Quant

Mitsubishi UFJ Financial Group (MUFG)

New York, NY, United States
Base: $200k - $220k; bonus/equity: discretionary p...
Fully remote
Interest rate derivatives pricing
Risk and analysis tools development
Front office engagement
Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk

Job Summary

  • 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.
  • The typical base pay range for this role is between $200K - $220K depending on job-related knowledge, skills, experience and location.

Matching Summary

Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk.

Salary

Base: $200K - $220K; Bonus/Equity: 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, and paid vacation, sick days, and holidays

Skills & Requirements

Must-have

  • Interest rate derivatives pricing
  • Risk and analysis tools development
  • Front office engagement
  • Python/C#/C++ programming
  • Advanced Excel/VBA

Nice-to-have

  • Collaborate toward greater innovation
  • Invest in talent and technologies
  • Put people first
  • Listen to new and diverse ideas

Key Requirements

  • Bachelor’s degree or higher in a scientific field
  • Minimum 5 years of experience with interest rate derivatives
  • Experience working directly with front office sales & traders
  • Strong knowledge of financial markets
  • Technical mind set with high attention to detail

Work Rights

Not specified

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