MUFG Union Bank Quantitative Analyst - Associate/AVP in New York, New York
Quantitative Analyst - Associate/AVP - 10041923-WD
Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 5th largest financial group in the world with total assets of over $2.4 trillion (as ranked by SNL Financial, April 2016) and 140,000 colleagues in nearly 50 countries. In the U.S., we’re 13,000 strong, working together to positively impact every customer, organization, and community we serve. We achieve this by delivering on our values, putting people first, fostering long-term relationships built on honesty and mutual understanding, and inspiring the best in each other. This is all part of our inclusive, high-performing culture supported by Total Rewards that include our cash balance pension plan. Join a team that’s working to fulfill its vision to be the world’s most trusted financial group.
Quant Analyst – Associate/AVP
Supporting and assisting all traders, working closely with them on a day-to day basis
Expanding trading and pricing tools and improving evaluation models by utilizing quantitative analysis tool, and strong analytical abilities, through use of Python, SQL or VBA
Construct portfolio valuation, for example by Utilizing Black-Litterman or Black-Scholes
Undertaking pricing modelling tasks, utilizing derivative products and financial evaluation modeling knowledge (R is preferred, though not required)
Generating data extracts for use in statistical analysis, leveraging programming abilities to extract useful information
Assisting with gathering, validating, cleaning and organizing historical data for the bank’s commercial portfolios
Experience / Skills Requirement / Education requirements:
A BS / BA in Quantitative Analysis or other Quantitative majors and 1 year of related experience - or - Master Degree in Statistics, Mathematics, Quantitative Finance, or a related quantitative field (or foreign equivalent degree)
Experience using Python to expand pricing tools and improve evaluation models; or utilizing Black-Litterman to construct portfolio valuation; or validating predictive models using R and VBA, with global markets derivative products (Interest Rate Swaps and cross currency swaps)
Ability to use modeling tools SAS, MATLAB and Object or component oriented development experience
Experience maintaining data integrity and ensuring reliability in model results
Application of strong analytical abilities, risk methodology knowledge and finance/banking knowledge
Applying strong intellectual curiosity and analytical capabilities to challenging modeling problems
Solve problems independently, without relying on daily supervision
Ability to manage several projects / task simultaneously
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.
Job : Risk
Primary Location : NEW YORK-New York
Job Posting : Mar 9, 2021, 12:08:03 PM
Shift: : Day
Schedule: : Full Time
Req ID: 10041923-WD