Vice President, Rates Desk Quant

Job Description

Vice President, Rates Desk Quant

Location: New York, NY (midtown)

Schedule: 4 days onsite, 1 day remote

Key Responsibilities:

• 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.
• Investigate and resolve issues such as P&L variance, risk discrepancy, complex pricing inquiry
• Engage directly with front office to understand business requirements and communicate timelines
• Monitor daily server processes to ensure accuracy and stability
• Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary
• Work closely and share knowledge with global quant team

Skills and Experience:

• Bachelor’s degree or higher in a scientific field such as Mathematics, Physics, Engineering, or Computer Science
• Minimum 5 years of experience working with interest rate derivatives (swaps, swaptions, capfloors, futures, future options, etc.)
• Experience working directly with front office sales & traders
• Strong knowledge of financial markets with emphasis on interest rate products
• Advanced Excel/VBA development skills
• Programming skills in Python/C#/C++
• Technical mind set with high attention to detail
• Self-motivated with strong organizational skills
• Resilient and able to deliver under pressure in fast-paced environment
• Good written and verbal communication skills

The typical base pay range for this role is between $200K - $220K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes 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. For more information on our Total Rewards package, please click the link below.

MUFG Benefits Summary