Systematic Credit Research Quant — Associate

MUFG Bank, Ltd; New York (NY); Hybrid; USD 140,000 - 171,000; Full time

Job summary

MUFG Bank, Ltd in New York seeks an Associate in Systematic Credit Research Quant to build and maintain simulation-based models used in middle office credit risk, market risk and enterprise risk management. You will work on the application layer integrating pricing and simulation engines and collaborate with the Quant team.

The role requires Java development experience, strong knowledge of XVA (CVA/FVA), and hands-on work with pricing tools, Excel/VBA, SQL, and distributed computing.

Qualifications

• Experience in Java development building execution, risk management and pricing algos.
• Experience in banking/financial services technology environments.
• Fluency with pricing tools, Excel, VBA and data handling.

Responsibilities

• Build and maintain simulation-based models for Middle Office Credit Risk, Market Risk and Enterprise Risk.
• Integrate with pricing and simulation engines including FRA and external vendors.
• Run back-end server-side simulations and batch jobs for risk calculations.
• Ensure MiFID II compliance and robust inter-system connectivity.

Skills

Java development

C# / .NET

Python

SQL / Databases

XVA systems

Excel VBA

Linux

AWS / Azure

Junit

Education

Master of Science Degree

Tools

Docker

Hadoop

Azure

Bloomberg API

Junit

Job description

MUFG Bank, Ltd in New York seeks an Associate in Systematic Credit Research Quant to build and maintain simulation-based models used in middle office credit risk, market risk and enterprise risk management. You will work on the application layer integrating pricing and simulation engines and collaborate with the Quant team.

The role requires Java development experience, strong knowledge of XVA (CVA/FVA), and hands-on work with pricing tools, Excel/VBA, SQL, and distributed computing.