VP Rates Desk Quant — Hybrid (Remote 1 Day/Week)

MUFG Bank, Ltd; New York (NY); Hybrid; USD 200,000 - 220,000; Full time

Benefits offered by this job

Comprehensive health and wellness benefits

Retirement plans

Educational assistance

Job summary

A leading financial institution seeks a Vice President, Rates Desk Quant for its New York office. The candidate will develop pricing and analysis tools for interest rate derivatives while collaborating with traders. Required qualifications include a Bachelor's degree in a scientific field and a minimum of 5 years of relevant experience. This full-time position offers a competitive salary range of $200K - $220K and potential bonuses, alongside a comprehensive benefits package.

Qualifications

• Minimum 5 years of experience with interest rate derivatives.
• Experience working directly with front office sales & traders.
• Resilient under pressure in fast-paced environments.

Responsibilities

• Develop pricing, risk & analysis tools for the interest rate derivatives S&T desk.
• Assist to generate revenue through research and optimization.
• Investigate P&L variance and risk discrepancies.
• Engage with front office to understand business requirements.
• Monitor server processes for accuracy.

Skills

Interest rate derivatives knowledge

Advanced Excel/VBA skills

Programming in Python/C#/C++

Strong analytical skills

Communication skills

Education

Bachelor’s degree or higher in Mathematics, Physics, Engineering, or Computer Science

Job description

A leading financial institution seeks a Vice President, Rates Desk Quant for its New York office. The candidate will develop pricing and analysis tools for interest rate derivatives while collaborating with traders. Required qualifications include a Bachelor's degree in a scientific field and a minimum of 5 years of relevant experience. This full-time position offers a competitive salary range of $200K - $220K and potential bonuses, alongside a comprehensive benefits package.