Assistant Vice President, Front Office Quantitative Analyst
The Financial Engineering (FE) team supports the trading, sales and risk departments across all asset classes in London, New York, Hong Kong, and Singapore. FE is charged with the development of models, pricing tools and system integration of all exotic models used in the firm, on all asset classes. Their models and tools support the trading and risk functions of several different desks via in-house developed applications run on traders’ desktops, compute grids and external cloud compute fabrics.
MAIN PURPOSE OF THE ROLE
To engineer the improvement, extension and testing of the models and pricing & risks engines.
- Providing quantitative support to the Front Office and other related functions within the firm.
- Model analysis and improvement (market data, calibration, risk stability…).
SKILLS AND EXPERIENCE
- Solid years of experience in a similar quant role.
- Advanced development skills (C++ or C#).
- Experience in VBA / Excel pricing sheets.
- Experience on derivative pricing and/or vanilla models is a plus.
- A proactive, motivated approach.
- Strong problem solving skills
- Strong numerical skills
- A creative and innovative approach to work
- Excellent interpersonal skills
- Excellent attention to detail and accuracy
- A calm approach, with the ability to perform well in a pressurised environment
We are open to considering flexible working requests in line with organisational requirements.
MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count. We support the principles of equality, diversity and inclusion in recruitment and employment, and oppose all forms of discrimination on the grounds of age, sex, gender, sexual orientation, disability, pregnancy and maternity, race, gender reassignment, religion or belief and marriage or civil partnership.
We make our recruitment decisions in a non-discriminatory manner in accordance with our commitment to identifying the right skills for the right role and our obligations under the law.