MUFG Union Bank Desk Quantitative Analyst, GMDA , Associate in United States

Join a financial group that’s as committed to your future as you are. At MUFG, we share a vision for our future, we share our successes, and we strive to bring out the best in each other in everything we do. Our 14,000 diverse colleagues are connected by a common ambition to create change for the better—from forging more dynamic career paths, to driving progress in our communities, to continuously reshaping the standards of global financial services. Positive impact starts here; see the change you can make as we strive to become the world’s most trusted financial group.

Job Summary

A primary objective of this role will be to develop trading platform and support trading team as desk quant working directly with derivative trader and liaising with internal technology team. And also manage the project to integrate each trading platform in MUFG group level. Need to expand pricing tool and improve evaluation model to display the quantitative analysis skill.

Major Responsibilities

  • Application of strong analytical abilities, risk methodology knowledge and finance/banking knowledge

  • Applying strong intellectual curiosity and cutting-edge analytical capabilities to challenging modeling problems, often working with sub-optimal or spotty data

  • Applying strong risk knowledge to solve problems independently, without relying on daily supervision

  • Applying various derivative product and evaluation model knowledge to develop pricing model and improve them

  • Ability to manage several projects simultaneously

  • Generating data extracts for use in statistical analysis. Leveraging strong programming skills to extract useful information from imperfect data

  • Assisting with gathering, validating, cleaning and organizing historical data for the bank’s commercial portfolios

  • Application of business logic in a complex data environment (e.g. applying each derivatives product definition on the cash flow level based on linking information from different data sources)

  • Documentation of systems and workflow for derivative business

  • Supporting and assisting all senior traders, working closely with them on a day-to day basis

  • A BS or BA in Quantitative Analysis or other Quantitative majors

  • A minimum of 3 years of related experience; prior bank experience required

  • Strong SQL and VB programming skills

  • The ability to control a large and complex database environment.

  • Experience maintaining data integrity and ensuring reliability in data and results

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.

Job: *Risk & Compliance

Title: Desk Quantitative Analyst, GMDA , Associate

Location: United States

Requisition ID: 10007815-WD