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About the Role

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

Responsibilities

• Build and maintain simulation-based models for Middle Office Credit Risk Management, Market Risk Management, and Enterprise Risk Management.
• Manage the application layer integrating with specialist pricing and simulation engines, including a third-party vendor system (Financial Risk Analytics).
• Collaborate on back-end server-side development for large simulation batches generating calculated risk.
• Conduct projects to deliver new capabilities to the business, library, and grids, including gathering requirements, estimation, and production process management.
• Resolve overnight batch issues.
• Support development of extensions to pricing tools and code library.
• Build new library capabilities.
• Build and maintain front office tools.
• Ensure MiFID II regulatory compliance.
• Ensure inter-system connectivity and STP with external vendors (e.g., Bloomberg API, MarkitWire API).
• Maintain inter-system message formats.
• Collaborate with the Quant team on Execution, Risk Management, and Pricing Algos.
• Conduct component testing using Junit.
• Perform integration testing with the Automated Test team.
• Provide 3rd line Production Support.

Requirements

• Experience in Java development building execution, risk management and pricing Algos.
• Experience within a technology organization in the banking, financial services, or financial technology industries.
• Advanced knowledge of XVA systems (e.g., CVA and FVA), including theory, library (coding C#, M#, design, architecture, speedups and cost saving potential), and pricing tools (design, Excel, VBA).
• Strong understanding of testing and automation.
• Strong understanding of translating functional requirements into technical solutions.
• Well-versed in all areas of delivering technical solutions.
• Experience delivering projects on time and prioritizing conflicting imperatives.
• Experience with batch running and support, grids (internal and cloud, e.g. AWS, Azure), tools and how they go wrong, price/explain experience, and model development to production.
• Fluency in commonly used exchange protocols.
• Working knowledge of FO pricing tools and related regulation.
• Knowledge of pricing theory and financial engineering.
• Knowledge of flow rates mechanics and product valuation (swaps / bonds / futures / cross currency swaps).
• Understanding of trade sensitivities and P&L attribution (interest rates products).
• Understanding of how to validate results from large data sets for completeness and correctness.
• Understanding of Excel as used for pricing tools.
• Proficient in one or more of the following: coding in C++, .NET, Python, Java, SQL, R, MATLAB; database management systems; statistical analysis software (e.g., MATLAB, SAS, R, S-Plus); advanced spreadsheet skills; data structures; algorithms; distributed computing; Linux OS; Microsoft SQL Server running on Windows.
• Some practical experience delivering large server side applications with pre and post processing of high volumes of complex data (e.g. trade pricing data, market data, simulated distributions, hierarchical aggregation).
• Some practical experience developing applications for financial instruments, derivative pricing, algorithmic high-frequency trading purposes, or similar.
• Some practical experience with pricing or simulation-based risk systems, risk engines.
• Passion for numbers and financial models trading, probability and financial models.
• Knowledge of banking regulations.
• Experience with Docker, Python, Hadoop and Azure is a plus.
• Experience with Java Server side development – Low latency techniques is a plus.
• Experience with Developer level testing using Junit is a plus.
• Experience with Linux OS is a plus.
• Experience with .NET core is a plus.
• Experience with COM Excel integration is a plus.
• Experience with designing robust distributed messaging systems is a plus.
• Experience with external vendors’ API (preferably STP relevant) is a plus.
• Experience with MIFID-II and banking regulation in general is a plus.
• Experience with curve bootstrapping - choices of instrument / interpolation / curve shape is a plus.
• Experience with market data knowledge (Bloomberg / Refinitiv etc.) is a plus.
• Experience with Front Office pricing tools is a plus.
• Experience with proprietary trading or exchange environments is a plus.
• Experience with various financial products related to the interest rate asset class (e.g. cap / swaption / repo / exchange trade options e/ funding etc.) is a plus.
• Experience with hands on support of trading / sales functions is a plus.
• Experience with derivative and cash based products is a plus.
• Effective communication skills.
• Ability to identify multiple paths to success using analytical and critical thinking as well as decision-making skills.
• Ability to exercise sound judgment, prioritize effectively, and strive for continuous improvement.
• Ability to collaborate effectively with colleagues.
• Ability to leverage available technology to drive efficiency and results.
• Understanding and application of industry trends and best practices.
• Exhibits optimism, resilience, flexibility, and openness to others' ideas.
• Values learning as a lifelong professional objective.
• Engages inclusively and with intent.
• Acts with integrity.
• Results-driven with a strong sense of accountability.
• Proactive and motivated with a strong sense of urgency.
• Strong problem-solving skills.
• Structured and logical approach.
• Creative and innovative mindset.
• Excellent attention to detail and accuracy.

Skills

• Java development
• Execution Algos
• Risk Management Algos
• Pricing Algos
• XVA systems
• C#
• M#
• Excel
• VBA
• Testing
• Automation
• Batch running
• Grids
• AWS
• Azure
• Linux OS
• Microsoft SQL Server
• C++
• Python
• SQL
• R
• MATLAB
• SAS
• S-Plus
• Data structures
• Algorithms
• Distributed computing
• .NET
• Docker
• Hadoop
• Junit
• .NET core
• COM Excel integration
• STP
• Bloomberg API
• MarkitWire API
• MiFID II
• FINRA
• NFA
• Securities and Exchange Act of 1934
• Commodity Exchange Act
• Financial Risk Analytics (FRA)
• Bloomberg
• Refinitiv

Location

• MUFG office or client sites

Work Type

• Hybrid (4 days in office, 1 day remote)

Experience Level

• Degree or equivalent work experience
• Master of Science Degree preferred

Education Level

• Master of Science Degree in computer science, physics, mathematics, or engineering

Salary/Compensations

• $140K - $171K

Benefits

• 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
• Paid vacation, sick days, and holidays

About the Company

• Mitsubishi UFJ Financial Group (MUFG) is one of the world’s leading financial groups.
• MUFG has 150,000 colleagues globally.
• MUFG's vision is to be the world’s most trusted financial group.
• MUFG's culture includes putting people first, listening to new and diverse ideas, and collaborating toward greater innovation, speed, and agility.
• MUFG invests in talent, technologies, and tools that empower employees to own their careers.

Equal Opportunity

• We are proud to be an Equal Opportunity 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 on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual’s associates or relatives that is protected under applicable federal, state, or local law.
• We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles’ Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA).