London, United Kingdom
95 days ago
Vice President, Quantitative Developer

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 120,000 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.

MUFG (Mitsubishi UFJ Financial Group) is one of the world's leading financial groups. Headquartered in Tokyo and with approximately 350 years of history, MUFG is a global network with around 2,300 offices in over 50 countries including the Americas, Europe, the Middle East and Africa, Asia and Oceania, and East Asia. The group has over 150,000 employees, offering services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing.

As one of the largest financial groups globally with a vison to be the world's most trusted, we want to attract, nurture and retain the most talented individuals in the market. The size and range of MUFG's global business creates opportunities for our employees to stretch themselves and reap the rewards. Behaving with integrity and responsibility, underpinned by a desire to build a culture which is fair, transparent, and honest, drives everything that we do. We aim to be the financial partner of choice for our clients, whatever their requirements, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world. 

Please visit our website for more information - mufgemea.com.

The EMEA Markets Engineering department is charged with the development of models, pricing tools and system integration of all models used in the firm, on all asset classes. Their products support the trading and risk functions of several different desks via in-house developed applications run on traders’ desktops, compute grids and external cloud compute fabrics.

NUMBER OF DIRECT REPORTS

0

MAIN PURPOSE OF THE ROLE 

The candidate will contribute to the maintenance and improvement of risk systems and tools developed by the EMEA Markets Engineering department. This will involve:
1. Regular interaction with the quant modeling team and with traders

2. Development and integration of new pricing tools and systems

3. Investigation and resolution of pricing / performance issues

4. Improvement of the overall code base

WORK EXPERIENCE

5+ years experience developing and supporting quantitative applications/systems in financial institutions.  Experience working in a front office environment, supporting traders and quants.Familiarity with market data for multiple asset classes

SKILLS AND EXPERIENCE

Essential:5+ years experience programming front office applications in C#Good knowledge of risk enginesGood knowledge on pricing theory and financial engineeringTechnical degree such as: computer sciences, physics, mathematics, or engineeringBeneficialExperienced in distributed computingExperience with the Front and Back End Web development.Experience with Linux OSKnowledge of banking regulation

PERSONAL REQUIREMENTS

Good communication skillsResults driven, with a strong sense of accountabilityA proactive, motivated approach.The ability to operate with urgency and prioritise work accordinglyA structured and logical approach to workStrong problem solving skillsExcellent interpersonal skillsExcellent attention to detail and accuracy

PERFORMANCE AND DUTIES

Development, maintenance and support, of MUFG Risk engines code base.Quality assurance of risk engines and tools. Ensure test coverage, adhere to testing framework, follow quality assurance team practices.Collaborate with global teams to make sure code, processes, tools follow the same principles and achieve convergence across global entities.Support of TEC-EME internal clients in the trading desks and risk control functions.

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.

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