MUFG is seeking a highly skilled Quantitative Analyst to transform quantitative analytic libraries and tools for their Markets Engineering department. The ideal candidate will provide critical quantitative support to the Front Office Rates Business, with expertise in curve bootstrapping, volatility modeling, and financial product valuation.
Primary responsibilities include transforming quantitative analytic libraries into cutting-edge applications, developing models, pricing tools, and system integrations that support trading, sales, and risk departments across multiple asset classes and international locations.
Required experience includes 5+ years as a modeling quant specializing in curve bootstrapping and volatility modeling, with strong coding skills in C++ and C#, expertise in Excel for pricing tools, and a deep understanding of interest rate product sensitivities and P&L attribution.
MUFG offers a dynamic work environment with a hybrid working policy, opportunities for professional growth, and commitment to diversity and inclusion. The role provides a chance to work across banking and securities businesses, with competitive compensation and the ability to make meaningful impacts in financial technology and engineering.
