Quant Developer

MUFG Americas; London; On-site; GBP 50,000 - 90,000; Full time

Job description

Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. 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.

OVERVIEW OF THE DEPARTMENT/SECTION

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 vision 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.

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.

MAIN PURPOSE OF THE ROLE

The candidate will work in the risk systems team within the Markets Engineering department, contributing to the maintenance and improvement of the systems and tools.

1. Regular interaction with the quant modelling team and with traders
2. Development to support new features and products
3. Investigation and resolution of pricing / performance issues
4. Improvement of the overall code base

Specifically, the successful candidate will be primarily working on the trade feed and transformation layer - responsible for providing trade data to downstream risk and pricing systems, and to transform trades into a set of parameters for pricing.

1. Develop transformation logic to support new financial derivative products and new features
2. Support and enhance the trade feed and caching software
3. Rigorous Quality Assurance of all changes
4. Collaborate with teams globally - Technology, Trading and Sales, Quant
5. Provide overnight support on an on-call basis

WORK EXPERIENCE

1. 2+ years experience programming financial applications in C#
2. Hands-on experience of derivative products, within either equities or interest rates

SKILLS AND EXPERIENCE

1. Essential:
2. C# programming including solid understanding of object oriented programming principles
3. Hands-on experience of derivative products, within either equities or interest rates
4. Highly competent in at least one of: Linux, Python, SQL
5. Technical degree such as: computer science, physics, mathematics, or engineering

1. Beneficial:
2. Front office experience, working with traders
3. Concurrent and multi-threaded systems
4. Experience of messaging middleware

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.