Jobs
>
London

    Interest Rate Flow Quantitative Analyst - London (Greater), United Kingdom - MUFG

    MUFG
    MUFG London (Greater), United Kingdom

    1 month ago

    Default job background
    Part time, Full time
    Description
    Do you want your voice heard and your actions to count?
    Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th largest financial group in the world. Across the globe, we're 160,000 colleagues, striving to make a difference for every client, organization, and community we serve.

    We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.

    With a vision to be the world's most trusted financial group, it's part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility.

    This means investing in talent, technologies, and tools that empower you to own your career.
    Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

    The EMEA Markets Engineering (ME) department supports the trading, sales and risk departments across all asset classes in London, New York, Amsterdam, Paris and Hong Kong.

    ME is a team charged with the development of models, pricing tools and system integration used in the firm.

    Their products support the trading and risk functions using internally developed applications run on traders' desktops, and various pricing and risk systems in the bank.


    Main Purpose of the role:
    To transform the quantitative analytic libraries and its tools into one cutting edge application
    Key


    Responsibilities:

    • Providing quantitative support to the Front Office Rates Business and other related functions within the firm
    • Adding support and extension to the Interest Rate Curve library
    • In this role, you will be working across MUFG's banking arm and securities business under a dualhat arrangement. Under this arrangement, you will act and make decisions on behalf of both the bank and the securities business, subject to the same remit and level of authority, and irrespective of the entity which employs you.

    Skills and Experience:
    Essential

    Functional / Technical Competencies:

    • Development coding skills in both C++ and C#, used in the context of a large library
    • Experience in curve bootstrapping (systems solving, AAD) in the context of a highspeed coding library
    • Experience in instrument pricing in the context of curve construction (turns / forward curves / curve hierarchies)
    • Experience in complex curves construction (complex curve structures, shortterm curve bootstrapping for major currencies, minor currencies construction)
    • Experience in Jacobians matrices used in the context of curves sensitivities
    • Deep understanding in flow conventions (standard indices, averaging indices, daily compounding conventions, minor currency conventions)
    • Expertise in flow rates products valuation (swaps, bonds, futures, future options, nonstandard IR products)
    • Expertise in volatility products valuation (cap/floors, swaptions, standard and nonstandard products, volatility in the context of compounding indices, convexity adjustments)
    • Expertise in Excel as used for pricing tools (used in the context of live pricing)
    • Deep understanding of sensitivities and P&L attribution for interest rates products
    • Understanding of interest rates Market Data

    Work Experience:

    • Experience (5y+) as a modelling quant (curve bootstrapping / volatility modelling)
    • Experience (3y+) as a front office support quant (desk support, Excel spreadsheet support)
    Beneficial

    Functional / Technical Competencies:

    • Very good knowledge of financial products (other than interest rates)

    Personal Requirements:
    Excellent communication skills
    Results driven, with a strong sense of accountability
    Strong decision making skills, the ability to demonstrate sound judgement
    A structured and logical approach to work
    Strong problem solving skills
    The ability to manage large workloads and tight deadlines
    Excellent attention to detail and accuracy
    Strong numerical skills
    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.

    At MUFG, our colleagues are our greatest assets.

    Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative.

    They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them
    Our Culture Principles

    • Client Centric
    • People Focused
    • Listen Up. Speak Up.
    • Innovate & Simplify
    • Own & Execute
  • EA Change

    Quantitative Analyst

    3 weeks ago

    EA Change London, United Kingdom

    Role**:Quantitative Analyst** · Rate**:£1000 /day** (via umbrella) · Location**:Remote / London** (2 days per week in office) · Duration**:6 months**(extensions available) · Start date**:ASAP** · Excellent opportunity for an experienced Quantitative Analyst to join a major bankin ...

  • Michael Bailey Associates

    Quantitative Analyst

    2 weeks ago

    Michael Bailey Associates London, United Kingdom

    Urgently seeking a Quantitative Analyst · Initial 12 Month contract · Hybrid / London · Skills and requireemnts: · - Advanced degree in a quantitative field: Mathematics, Engineering, Science or Operations Research · - Relevant front office work experience in energy trading with ...

  • Pontoon

    Quantitative Analyst

    3 weeks ago

    Pontoon London, United Kingdom

    **Quantitative Analyst** · **Based London** · **Day Rate £850- £1000 DOE** · **6 Months** · **An excellent opportunity has arisen for a highly motivated applicant to join the Chief Operating & Risk Science Office - Market and Liquidity Risk team within my Banking client. This is ...

  • eFinancialCareers

    Quantitative Analyst

    3 weeks ago

    eFinancialCareers London, United Kingdom

    As a Barclays Quantitative Analyst, you will join our Quantitative Analytics group, to help growing the team and to partner with our key stakeholders, in order to drive the analytics agenda. This is an exciting opportunity to join a knowledgeable team,where you will be bringing y ...

  • eFinancialCareers

    Quantitative Analyst

    2 weeks ago

    eFinancialCareers London, United Kingdom

    Join us as a Quantitative Analyst · - This is an opportunity to take on an exciting, new career challenge, working within our python-based platform, SODA, to develop analytics and tools · - You'll be able to build and maintain a wide network of stakeholders of varying degrees of ...

  • BettingJobs

    Quantitative Analyst

    3 weeks ago

    BettingJobs united kingdom, United Kingdom

    BettingJobs are currently recruiting for Quantitative Analyst for a leading sports betting syndicate based remotely in the UK. · Responsibilities: · Build and maintain predictive models from large sports datasets. · Research and apply novel modelling techniques. · Test model p ...

  • Capital Markets Recruitment

    Quantitative Analyst

    3 weeks ago

    Capital Markets Recruitment United Kingdom

    Our client, a succesful trading pod, would like to hire a Quantitative Analyst to work alongside a PM. · Responsibilities: · Develop tools and conduct data analysis to identify market trends and opportunities in developed rates markets. · Create systematic models and support s ...

  • Reed

    Quantitative Analyst

    2 weeks ago

    Reed London, United Kingdom

    A global investment bank is currently recruiting for a Quantitative Analyst for an initial 6 month contract with extensions highly likely. · The role will be based in Liverpool street with hybrid working available with a day rate up to £870 inside IR35. · Summary · You will be si ...

  • eFinancialCareers

    Frtb Quantitative Analyst

    2 weeks ago

    eFinancialCareers London, United Kingdom

    **Quantitative Analyst with FRTB experience Needed** · I am currently working with a tier 1 investment bank who are looking to hire a Quantitative Analyst with FRTB experience on an initial6 month contract inside IR35 with scope of extensions. The contract requires you to go into ...

  • Harrington Starr

    Quantitative Analyst

    2 weeks ago

    Harrington Starr london, United Kingdom

    Quantitative Analyst / Developer · Sports Trading / HFT · Contract · ONLY APPLY FOR THIS ROLE IF YOU HAVE PRIOR DEMONSTRATED EXPERIENCE IN THE SPORTS BETTING/TRADING INDUSTRY · You will be joining one of London's leading sports betting platforms on an initial short-term contract ...

  • HSBC

    Quantitative Analyst

    1 week ago

    HSBC London, United Kingdom Permanent - temps plein

    Some careers shine brighter than others. · If you're looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, suppo ...

  • Eames Consulting

    Frtb Quantitative Analyst

    3 weeks ago

    Eames Consulting London, United Kingdom

    **Quantitative Analyst with FRTB experience Needed** · I am currently working with a tier 1 investment bank who are looking to hire a Quantitative Analyst with FRTB experience on an initial6 month contract inside IR35 with scope of extensions. The contract requires you to go into ...

  • Caxton Associates

    Quantitative Analyst

    1 week ago

    Caxton Associates London, United Kingdom Full time

    About Caxton: · Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco , Singapore and Dubai. Caxton Associates' primary business is to manage client and proprietary capital through global macro hedge fund strategies. ...

  • eFinancialCareers

    Fx Quantitative Analyst

    4 weeks ago

    eFinancialCareers London, United Kingdom

    **About Standard Chartered** · We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East. · To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours ...

  • eFinancialCareers

    Credit Quantitative Analyst

    4 weeks ago

    eFinancialCareers London, United Kingdom

    **Responsibilities** · Financial Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading and researc ...

  • Legal & General

    Quantitative Analyst

    1 week ago

    Legal & General London, United Kingdom

    The world of investment is changing. Our vision atLegal & General Investment Management is to create a better, more sustainable future through responsible investing. We work in partnership with our clients around the globe to deliver positive long-term outcomes, while rising to t ...

  • 0000050721 RBC Global Asset Management (UK) Limited

    Quantitative Analyst

    1 week ago

    0000050721 RBC Global Asset Management (UK) Limited London, United Kingdom Full time

    Job Description · What is the opportunity? In this role you will support the activities around quantitative and data science spectrum, within RBC BlueBay. What will you do? Design and maintain front office tools. These are in the form of dashboards or apps that show visualisati ...

  • Spectrum IT Recruitment (South) Ltd

    Quantitative Analyst

    1 week ago

    Spectrum IT Recruitment (South) Ltd London, United Kingdom £100,000 - £140,000

    Quantitative Analyst - Sports Trading · London · £100,000 - £140,000 · Quantitative Analyst with experience within the sports trading industry required by an excellent client based in central London. As a Quantitative Analyst, you will join a small but very talented team and wi ...

  • Crédit Agricole CIB

    Quantitative Analyst

    1 week ago

    Crédit Agricole CIB London, United Kingdom CDI

    Description du poste · The model validation team is the essential team to ensure the viability, robustness and reliability of the FO pricing models before they can be used for production purpose. All the new FO models/methodologies or any methodological changes should be validat ...

  • Capital Markets Recruitment

    Quantitative Analyst

    1 day ago

    Capital Markets Recruitment London, United Kingdom

    Our client, a succesful trading pod, would like to hire a Quantitative Analyst to work alongside a PM. · Make your application after reading the following skill and qualification requirements for this position. · Responsibilities: · Develop tools and conduct data analysis to ide ...